+1,120.6%
MSTR vs GWW
+4,215.0%
-3,094.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.1% |
| 7D | -1.2% | +6.0% | -7.2% | -3.9% |
| 30D | -15.9% | +14.0% | -30.0% | -21.2% |
| 3M | +33.1% | +12.5% | +20.6% | +25.8% |
| 6M | -31.0% | +23.6% | -54.6% | -38.7% |
| YTD | -15.1% | +43.6% | -58.8% | -30.6% |
| 1Y | -45.6% | +52.5% | -98.1% | -57.0% |
| 3Y | +180.5% | +92.6% | +87.9% | +99.0% |
| 5Y | +61.7% | +219.0% | -157.4% | -9.3% |
| 10Y | +578.0% | +713.8% | -135.8% | +115.6% |
| All | +1,120.6% | +4,215.0% | -3,094.4% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling