+179.2%
MSTR vs USAR
-13.4%
+192.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.1% | -3.3% |
| 7D | -4.0% | -1.1% | -2.9% | -4.0% |
| 30D | -18.6% | -30.3% | +11.6% | -15.7% |
| 3M | +25.6% | -54.7% | +80.3% | +35.6% |
| 6M | -33.1% | -67.5% | +34.5% | -26.1% |
| YTD | -17.3% | -26.4% | +9.0% | -13.4% |
| 1Y | -48.1% | -49.5% | +1.5% | -44.9% |
| 3Y | +154.2% | -14.5% | +168.6% | +197.9% |
| All | +179.2% | -13.4% | +192.6% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling