+62.1%
MSTR vs URI
+178.2%
-116.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.1% | -2.2% | -4.2% |
| 7D | -8.7% | -12.9% | +4.2% | +0.9% |
| 30D | -21.4% | -3.4% | -18.0% | -19.5% |
| 3M | +31.4% | -10.0% | +41.5% | +41.2% |
| 6M | -30.8% | +12.2% | -43.0% | -39.2% |
| YTD | -14.9% | +29.8% | -44.7% | -37.2% |
| 1Y | -49.3% | +24.6% | -73.9% | -61.2% |
| 3Y | +184.8% | +137.6% | +47.2% | +15.7% |
| 5Y | +62.1% | +176.6% | -114.5% | -59.5% |
| All | +62.1% | +178.2% | -116.1% | -59.5% |
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