+570.4%
MSTR vs HWM
+1,472.2%
-901.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.3% |
| 7D | -1.2% | +3.3% | -4.5% | -2.7% |
| 30D | -15.9% | -7.6% | -8.3% | -13.5% |
| 3M | +33.1% | -28.9% | +62.1% | +52.0% |
| 6M | -31.0% | -19.7% | -11.3% | -25.7% |
| YTD | -15.1% | +0.5% | -15.7% | -17.6% |
| 1Y | -45.6% | +0.3% | -45.9% | -47.1% |
| 3Y | +180.5% | +325.8% | -145.3% | +50.8% |
| 5Y | +61.7% | +524.7% | -463.1% | -21.5% |
| All | +570.4% | +1,472.2% | -901.8% | +166.7% |
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