+217.4%
MSTR vs USAR
+74.0%
+143.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +12.2% | -2.1% | +14.3% | +12.4% |
| 30D | +45.2% | +2.6% | +42.5% | +44.6% |
| 3M | +10.4% | -35.0% | +45.4% | +14.0% |
| 6M | -2.5% | -6.9% | +4.4% | -2.6% |
| YTD | -6.0% | +48.0% | -54.0% | -8.1% |
| 1Y | -56.4% | +24.8% | -81.2% | -56.9% |
| 3Y | +306.3% | +73.2% | +233.0% | +342.3% |
| All | +217.4% | +74.0% | +143.4% | +258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling