-46.5%
MSTR vs GWW
+59.1%
-105.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.4% |
| 7D | -13.4% | +3.6% | -17.0% | -13.8% |
| 30D | -22.1% | +12.1% | -34.2% | -22.4% |
| 3M | +15.0% | +12.9% | +2.1% | +13.7% |
| 6M | -37.3% | +19.3% | -56.6% | -38.2% |
| YTD | -26.5% | +48.7% | -75.3% | -27.3% |
| 1Y | -46.5% | +60.5% | -107.0% | -44.8% |
| All | -46.5% | +59.1% | -105.6% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling