+1,252.0%
MSTR vs ITW
+1,343.8%
-91.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +12.2% | -3.6% | +15.7% | +14.7% |
| 30D | +45.2% | -9.1% | +54.3% | +53.6% |
| 3M | +10.4% | +8.2% | +2.2% | +4.2% |
| 6M | -2.5% | -4.8% | +2.3% | -0.8% |
| YTD | -6.0% | +11.0% | -17.1% | -13.3% |
| 1Y | -56.4% | +4.2% | -60.7% | -58.4% |
| 3Y | +306.3% | +17.3% | +289.0% | +264.1% |
| 5Y | +100.5% | +33.0% | +67.5% | +73.3% |
| 10Y | +741.1% | +182.3% | +558.8% | +351.6% |
| All | +1,252.0% | +1,343.8% | -91.8% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling