+768.0%
MSTR vs USHY
+48.7%
+719.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +0.6% |
| 7D | -14.2% | -0.2% | -13.9% | -13.5% |
| 30D | -19.9% | +0.5% | -20.3% | -20.7% |
| 3M | +27.3% | -1.2% | +28.5% | +33.4% |
| 6M | -37.6% | -0.1% | -37.5% | -36.4% |
| YTD | -19.5% | +1.1% | -20.6% | -20.0% |
| 1Y | -47.1% | +2.0% | -49.1% | -48.8% |
| 3Y | +140.3% | +25.8% | +114.5% | +33.8% |
| 5Y | +49.5% | +20.4% | +29.1% | -2.2% |
| All | +768.0% | +48.7% | +719.2% | +344.6% |
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