+107.1%
MSTR vs ITW
+33.8%
+73.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.0% | -1.0% |
| 7D | +7.7% | -1.9% | +9.6% | +10.1% |
| 30D | +36.3% | -10.4% | +46.7% | +52.5% |
| 3M | +13.4% | +3.5% | +9.9% | +6.7% |
| 6M | -4.5% | -3.4% | -1.1% | -3.8% |
| YTD | -12.7% | +8.5% | -21.2% | -24.3% |
| 1Y | -59.6% | +3.2% | -62.8% | -63.2% |
| 3Y | +272.5% | +18.9% | +253.6% | +173.7% |
| 5Y | +107.1% | +35.0% | +72.1% | +6.6% |
| All | +107.1% | +33.8% | +73.3% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling