+554.5%
MSTR vs HWM
+1,636.6%
-1,082.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | -4.8% |
| 7D | -4.0% | +1.6% | -5.6% | -4.8% |
| 30D | -18.6% | -3.9% | -14.7% | -17.8% |
| 3M | +25.6% | -23.2% | +48.8% | +38.6% |
| 6M | -33.1% | -20.0% | -13.1% | -27.7% |
| YTD | -17.3% | +5.7% | -23.1% | -21.5% |
| 1Y | -48.1% | +4.9% | -53.0% | -50.6% |
| 3Y | +154.2% | +347.0% | -192.8% | +33.6% |
| 5Y | +46.2% | +563.0% | -516.8% | -30.7% |
| 10Y | +554.5% | +1,579.2% | -1,024.6% | +155.4% |
| All | +554.5% | +1,636.6% | -1,082.1% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling