+154.3%
MSTR vs USAR
-20.3%
+174.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -6.2% |
| 7D | -11.5% | +8.8% | -20.3% | -12.4% |
| 30D | -24.8% | -28.5% | +3.6% | -22.2% |
| 3M | +20.6% | -56.2% | +76.8% | +30.8% |
| 6M | -38.0% | -68.4% | +30.5% | -31.2% |
| YTD | -24.7% | -32.2% | +7.5% | -20.4% |
| 1Y | -49.1% | -52.3% | +3.2% | -45.5% |
| 3Y | +124.7% | -21.2% | +145.9% | +165.6% |
| All | +154.3% | -20.3% | +174.6% | +210.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling