+283.2%
MSTR vs USHY
+27.8%
+255.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.2% |
| 7D | +9.3% | 0.0% | +9.3% | +9.3% |
| 30D | +36.5% | 0.0% | +36.5% | +37.3% |
| 3M | +7.3% | +1.2% | +6.2% | +1.3% |
| 6M | +2.2% | +2.6% | -0.4% | -10.4% |
| YTD | -10.2% | +2.4% | -12.6% | -19.3% |
| 1Y | -58.6% | +4.2% | -62.9% | -66.1% |
| 3Y | +283.2% | +28.0% | +255.2% | +56.5% |
| All | +283.2% | +27.8% | +255.3% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling