+956.8%
MSTR vs ITW
+1,446.7%
-490.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.6% |
| 7D | -13.4% | +2.3% | -15.8% | -14.7% |
| 30D | -22.1% | +6.7% | -28.8% | -25.0% |
| 3M | +15.0% | -0.5% | +15.5% | +15.3% |
| 6M | -37.3% | +16.4% | -53.7% | -43.4% |
| YTD | -26.5% | +19.0% | -45.5% | -35.0% |
| 1Y | -46.5% | +20.2% | -66.7% | -53.1% |
| 3Y | +121.1% | +33.1% | +88.0% | +83.7% |
| 5Y | +37.5% | +35.7% | +1.8% | +17.0% |
| 10Y | +467.3% | +194.0% | +273.3% | +197.6% |
| All | +956.8% | +1,446.7% | -490.0% | +60.8% |
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 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