-49.3%
MSTR vs USAR
-55.1%
+5.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.6% | +6.0% | -0.8% |
| 7D | -10.7% | -9.1% | -1.7% | -8.7% |
| 30D | -21.6% | -36.9% | +15.4% | -11.1% |
| 3M | +24.4% | -58.4% | +82.8% | +57.4% |
| 6M | -35.5% | -70.6% | +35.2% | -12.3% |
| YTD | -20.3% | -33.4% | +13.1% | -15.2% |
| 1Y | -49.3% | -54.0% | +4.7% | -41.1% |
| All | -49.3% | -55.1% | +5.8% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling