+48.3%
MSTR vs HWM
+574.1%
-525.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.6% |
| 7D | -10.7% | -1.8% | -9.0% | -9.9% |
| 30D | -21.6% | -2.7% | -18.9% | -21.1% |
| 3M | +24.4% | -22.7% | +47.1% | +48.5% |
| 6M | -35.5% | -18.9% | -16.5% | -26.9% |
| YTD | -20.3% | +7.1% | -27.4% | -32.0% |
| 1Y | -49.3% | +4.7% | -54.0% | -55.9% |
| 3Y | +137.8% | +345.6% | -207.8% | -58.4% |
| 5Y | +48.3% | +588.3% | -540.0% | -84.2% |
| All | +48.3% | +574.1% | -525.8% | -84.2% |
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