-42.3%
MSTR vs USHY
+1.9%
-44.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | -0.1% |
| 7D | -1.8% | -0.2% | -1.6% | -0.2% |
| 30D | -13.3% | +0.7% | -14.0% | -17.3% |
| 3M | +46.0% | -2.2% | +48.2% | +77.6% |
| 6M | -22.4% | -0.9% | -21.6% | -14.2% |
| YTD | -6.2% | +0.2% | -6.3% | +4.8% |
| 1Y | -42.3% | +1.7% | -44.0% | -42.1% |
| All | -42.3% | +1.9% | -44.1% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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