+120.4%
MSTR vs HWM
+743.6%
-623.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | +12.2% | -2.1% | +14.3% | +13.4% |
| 30D | +45.2% | -11.0% | +56.2% | +57.2% |
| 3M | +10.4% | +4.0% | +6.3% | +2.8% |
| 6M | -2.5% | -0.2% | -2.3% | -6.7% |
| YTD | -6.0% | +26.7% | -32.7% | -28.3% |
| 1Y | -56.4% | +44.7% | -101.1% | -70.8% |
| 3Y | +306.3% | +426.1% | -119.8% | -32.4% |
| All | +120.4% | +743.6% | -623.2% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling