+113.8%
MSTR vs GWW
+222.6%
-108.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -2.5% |
| 7D | +9.3% | -1.5% | +10.9% | +10.8% |
| 30D | +36.5% | +1.1% | +35.4% | +35.4% |
| 3M | +7.3% | -1.0% | +8.3% | +6.2% |
| 6M | +2.2% | +16.3% | -14.1% | -11.9% |
| YTD | -10.2% | +28.5% | -38.7% | -29.5% |
| 1Y | -58.6% | +30.3% | -88.9% | -68.1% |
| 3Y | +283.2% | +91.6% | +191.6% | +111.8% |
| 5Y | +113.8% | +224.0% | -110.2% | -23.4% |
| All | +113.8% | +222.6% | -108.8% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling