+180.5%
MSTR vs HWM
+330.6%
-150.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.7% |
| 7D | -1.2% | +3.3% | -4.5% | -3.3% |
| 30D | -15.9% | -7.6% | -8.3% | -12.6% |
| 3M | +33.1% | -28.9% | +62.1% | +60.4% |
| 6M | -31.0% | -19.7% | -11.3% | -24.3% |
| YTD | -15.1% | +0.5% | -15.7% | -21.4% |
| 1Y | -45.6% | +0.3% | -45.9% | -49.6% |
| 3Y | +180.5% | +325.8% | -145.3% | +71.4% |
| All | +180.5% | +330.6% | -150.1% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling