+172.0%
MSTR vs USAR
-18.3%
+190.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +0.6% |
| 7D | -14.2% | +0.8% | -15.0% | -14.3% |
| 30D | -19.9% | -30.1% | +10.2% | -17.0% |
| 3M | +27.3% | -56.3% | +83.6% | +38.0% |
| 6M | -37.6% | -68.6% | +31.0% | -30.8% |
| YTD | -19.5% | -30.5% | +11.1% | -15.1% |
| 1Y | -47.1% | -53.5% | +6.4% | -43.5% |
| 3Y | +140.3% | -19.3% | +159.6% | +183.3% |
| All | +172.0% | -18.3% | +190.3% | +230.7% |
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