+481.0%
MSTR vs KWEB
-21.5%
+502.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -13.4% | -7.8% | -5.6% | -9.6% |
| 30D | -22.1% | -6.4% | -15.6% | -19.3% |
| 3M | +15.0% | -14.6% | +29.6% | +24.9% |
| 6M | -37.3% | -25.0% | -12.3% | -27.3% |
| YTD | -26.5% | -32.7% | +6.1% | -9.6% |
| 1Y | -46.5% | -37.3% | -9.2% | -31.6% |
| 3Y | +121.1% | -5.9% | +127.0% | +125.1% |
| 5Y | +37.5% | -47.1% | +84.6% | +72.6% |
| All | +481.0% | -21.5% | +502.6% | +521.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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