+758.9%
MSTR vs USHY
+47.7%
+711.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -2.4% |
| 7D | -10.7% | +0.3% | -11.0% | -11.5% |
| 30D | -21.6% | -0.1% | -21.4% | -20.9% |
| 3M | +24.4% | -1.9% | +26.2% | +33.2% |
| 6M | -35.5% | -1.0% | -34.5% | -32.3% |
| YTD | -20.3% | +0.4% | -20.7% | -19.0% |
| 1Y | -49.3% | +1.4% | -50.8% | -50.1% |
| 3Y | +137.8% | +24.9% | +112.9% | +35.4% |
| 5Y | +48.3% | +19.3% | +29.0% | -0.5% |
| All | +758.9% | +47.7% | +711.2% | +350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling