+669.5%
MSTR vs ITW
+190.2%
+479.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.0% | -1.6% |
| 7D | +7.7% | -1.9% | +9.6% | +9.3% |
| 30D | +36.3% | -10.4% | +46.7% | +46.7% |
| 3M | +13.4% | +3.5% | +9.9% | +9.5% |
| 6M | -4.5% | -3.4% | -1.1% | -3.7% |
| YTD | -12.7% | +8.5% | -21.2% | -19.4% |
| 1Y | -59.6% | +3.2% | -62.8% | -61.6% |
| 3Y | +272.5% | +18.9% | +253.6% | +222.7% |
| 5Y | +107.1% | +35.0% | +72.1% | +68.7% |
| All | +669.5% | +190.2% | +479.3% | +350.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling