+154.2%
MSTR vs HWM
+348.7%
-194.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | -5.5% |
| 7D | -4.0% | +1.6% | -5.6% | -5.1% |
| 30D | -18.6% | -3.9% | -14.7% | -17.4% |
| 3M | +25.6% | -23.2% | +48.8% | +44.2% |
| 6M | -33.1% | -20.0% | -13.1% | -25.7% |
| YTD | -17.3% | +5.7% | -23.1% | -25.8% |
| 1Y | -48.1% | +4.9% | -53.0% | -53.2% |
| 3Y | +154.2% | +347.0% | -192.8% | +49.7% |
| All | +154.2% | +348.7% | -194.5% | +49.7% |
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 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