+180.5%
MSTR vs GWW
+92.7%
+87.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.2% |
| 7D | -1.2% | +6.0% | -7.2% | -4.4% |
| 30D | -15.9% | +14.0% | -30.0% | -22.1% |
| 3M | +33.1% | +12.5% | +20.6% | +24.5% |
| 6M | -31.0% | +23.6% | -54.6% | -41.1% |
| YTD | -15.1% | +43.6% | -58.8% | -36.4% |
| 1Y | -45.6% | +52.5% | -98.1% | -61.5% |
| 3Y | +180.5% | +92.6% | +87.9% | +119.8% |
| All | +180.5% | +92.7% | +87.8% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling