+283.2%
MSTR vs ITW
+21.4%
+261.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.0% |
| 7D | +9.3% | -0.4% | +9.8% | +9.8% |
| 30D | +36.5% | -9.4% | +45.9% | +45.6% |
| 3M | +7.3% | +7.1% | +0.2% | +0.1% |
| 6M | +2.2% | -1.9% | +4.1% | +2.0% |
| YTD | -10.2% | +10.4% | -20.6% | -19.8% |
| 1Y | -58.6% | +3.3% | -61.9% | -60.7% |
| 3Y | +283.2% | +21.0% | +262.2% | +202.1% |
| All | +283.2% | +21.4% | +261.8% | +202.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling