+691.9%
MSTR vs USHY
+48.0%
+643.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.1% |
| 7D | -13.4% | -0.4% | -13.0% | -12.1% |
| 30D | -22.1% | +0.6% | -22.7% | -23.2% |
| 3M | +15.0% | -2.0% | +17.0% | +23.9% |
| 6M | -37.3% | -0.5% | -36.8% | -35.1% |
| YTD | -26.5% | +0.6% | -27.1% | -25.7% |
| 1Y | -46.5% | +2.1% | -48.6% | -48.4% |
| 3Y | +121.1% | +25.3% | +95.8% | +24.9% |
| 5Y | +37.5% | +19.7% | +17.8% | -8.4% |
| All | +691.9% | +48.0% | +643.9% | +312.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling