+49.9%
MSTR vs HWM
+522.0%
-472.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -2.3% |
| 7D | -1.2% | +3.3% | -4.5% | -4.3% |
| 30D | -15.9% | -7.6% | -8.3% | -11.6% |
| 3M | +33.1% | -28.9% | +62.1% | +70.7% |
| 6M | -31.0% | -19.7% | -11.3% | -22.0% |
| YTD | -15.1% | +0.5% | -15.7% | -23.6% |
| 1Y | -45.6% | +0.3% | -45.9% | -51.1% |
| 3Y | +180.5% | +325.8% | -145.3% | -49.5% |
| All | +49.9% | +522.0% | -472.0% | -83.2% |
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