+527.3%
MSTR vs HWM
+1,278.2%
-750.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.1% |
| 7D | -14.2% | +5.0% | -19.1% | -16.0% |
| 30D | -19.9% | +1.5% | -21.4% | -21.0% |
| 3M | +27.3% | -20.3% | +47.7% | +38.2% |
| 6M | -37.6% | -18.0% | -19.5% | -33.3% |
| YTD | -19.5% | +9.5% | -29.0% | -24.7% |
| 1Y | -47.1% | +7.5% | -54.6% | -50.2% |
| 3Y | +140.3% | +355.7% | -215.4% | +25.2% |
| 5Y | +49.5% | +610.2% | -560.7% | -30.8% |
| 10Y | +521.9% | +1,516.8% | -994.9% | +136.3% |
| All | +527.3% | +1,278.2% | -750.9% | +138.2% |
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 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