+562.9%
MSTR vs HWM
+1,135.2%
-572.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.9% | -3.4% | -6.7% |
| 7D | -8.7% | -2.4% | -6.3% | -7.8% |
| 30D | -21.4% | -13.3% | -8.2% | -16.8% |
| 3M | +31.4% | -31.0% | +62.5% | +52.1% |
| 6M | -30.8% | -17.1% | -13.7% | -26.7% |
| YTD | -14.9% | -1.9% | -13.0% | -16.4% |
| 1Y | -49.3% | -2.4% | -46.9% | -50.1% |
| 3Y | +184.8% | +322.2% | -137.3% | +53.9% |
| 5Y | +62.1% | +509.8% | -447.7% | -20.4% |
| 10Y | +580.0% | +1,453.8% | -873.8% | +168.9% |
| All | +562.9% | +1,135.2% | -572.3% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling