+645.5%
MSTR vs ITW
+191.6%
+453.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.4% |
| 7D | -11.2% | -2.4% | -8.9% | -9.8% |
| 30D | +33.8% | -9.5% | +43.3% | +43.0% |
| 3M | +11.5% | +6.6% | +4.8% | +5.4% |
| 6M | -7.2% | -1.8% | -5.4% | -7.5% |
| YTD | -15.4% | +9.0% | -24.4% | -22.1% |
| 1Y | -60.6% | +3.6% | -64.2% | -62.6% |
| 3Y | +260.8% | +19.4% | +241.4% | +211.6% |
| 5Y | +108.8% | +36.4% | +72.5% | +69.1% |
| All | +645.5% | +191.6% | +453.9% | +334.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ITW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling