+481.0%
MSTR vs GWW
+658.3%
-177.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.0% |
| 7D | -13.4% | +3.6% | -17.0% | -14.9% |
| 30D | -22.1% | +12.1% | -34.2% | -26.0% |
| 3M | +15.0% | +12.9% | +2.1% | +9.0% |
| 6M | -37.3% | +19.3% | -56.6% | -42.6% |
| YTD | -26.5% | +48.7% | -75.3% | -39.8% |
| 1Y | -46.5% | +60.5% | -107.0% | -57.9% |
| 3Y | +121.1% | +93.3% | +27.8% | +63.0% |
| 5Y | +37.5% | +219.0% | -181.5% | -16.1% |
| All | +481.0% | +658.3% | -177.3% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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