+1,252.0%
MSTR vs GWW
+3,867.0%
-2,615.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +12.2% | +1.4% | +10.8% | +11.6% |
| 30D | +45.2% | +3.3% | +41.9% | +42.8% |
| 3M | +10.4% | +2.9% | +7.5% | +7.7% |
| 6M | -2.5% | +15.8% | -18.3% | -10.9% |
| YTD | -6.0% | +32.0% | -38.1% | -20.0% |
| 1Y | -56.4% | +29.9% | -86.3% | -62.7% |
| 3Y | +306.3% | +91.1% | +215.2% | +188.0% |
| 5Y | +100.5% | +223.9% | -123.4% | +11.6% |
| 10Y | +741.1% | +567.0% | +174.1% | +194.7% |
| All | +1,252.0% | +3,867.0% | -2,615.0% | +53.1% |
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