+481.0%
MSTR vs HWM
+1,487.1%
-1,006.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | -13.4% | +7.3% | -20.7% | -16.1% |
| 30D | -22.1% | +1.6% | -23.7% | -23.2% |
| 3M | +15.0% | -21.9% | +36.8% | +25.9% |
| 6M | -37.3% | -19.0% | -18.3% | -32.6% |
| YTD | -26.5% | +7.9% | -34.5% | -30.9% |
| 1Y | -46.5% | +9.9% | -56.4% | -50.1% |
| 3Y | +121.1% | +342.1% | -221.1% | +16.4% |
| 5Y | +37.5% | +600.8% | -563.3% | -36.1% |
| All | +481.0% | +1,487.1% | -1,006.0% | +128.7% |
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