+186.6%
MSTR vs USAR
-18.7%
+205.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.1% | -1.5% |
| 7D | -1.2% | -14.5% | +13.3% | +0.3% |
| 30D | -15.9% | -37.8% | +21.9% | -11.8% |
| 3M | +33.1% | -52.8% | +85.9% | +43.3% |
| 6M | -31.0% | -71.2% | +40.3% | -22.9% |
| YTD | -15.1% | -30.9% | +15.7% | -10.4% |
| 1Y | -45.6% | -48.0% | +2.4% | -42.0% |
| 3Y | +180.5% | -19.7% | +200.2% | +230.7% |
| All | +186.6% | -18.7% | +205.3% | +248.9% |
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