+308.9%
MSTR vs USB
+95.2%
+213.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +12.2% | +1.4% | +10.7% | +11.0% |
| 30D | +45.2% | -1.3% | +46.5% | +45.9% |
| 3M | +10.4% | +15.2% | -4.9% | -3.0% |
| 6M | -2.5% | +18.8% | -21.3% | -16.5% |
| YTD | -6.0% | +21.0% | -27.0% | -20.7% |
| 1Y | -56.4% | +34.0% | -90.4% | -66.5% |
| All | +308.9% | +95.2% | +213.7% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 3y: compounded portfolio wealth divided by compounded USB 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…
3y analysis · Full analysis span regression · 6 months rolling