+526.8%
MSTR vs GWW
+663.6%
-136.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.4% |
| 7D | -10.7% | +5.5% | -16.3% | -12.8% |
| 30D | -21.6% | +14.4% | -36.0% | -26.1% |
| 3M | +24.4% | +13.7% | +10.7% | +17.7% |
| 6M | -35.5% | +20.1% | -55.5% | -41.2% |
| YTD | -20.3% | +47.1% | -67.4% | -34.4% |
| 1Y | -49.3% | +56.2% | -105.5% | -59.6% |
| 3Y | +137.8% | +90.5% | +47.3% | +76.5% |
| 5Y | +48.3% | +221.2% | -172.9% | -9.5% |
| 10Y | +526.8% | +648.4% | -121.6% | +208.6% |
| All | +526.8% | +663.6% | -136.8% | +208.6% |
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