+120.4%
MSTR vs URI
+200.7%
-80.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.5% |
| 7D | +12.2% | -2.0% | +14.1% | +14.0% |
| 30D | +45.2% | -12.9% | +58.1% | +59.7% |
| 3M | +10.4% | -6.7% | +17.1% | +12.7% |
| 6M | -2.5% | +19.0% | -21.5% | -21.3% |
| YTD | -6.0% | +25.5% | -31.6% | -28.6% |
| 1Y | -56.4% | +5.5% | -61.9% | -61.8% |
| 3Y | +306.3% | +111.3% | +195.0% | +86.0% |
| All | +120.4% | +200.7% | -80.3% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling