+645.5%
MSTR vs KWEB
-20.2%
+665.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.4% |
| 7D | -11.2% | -4.3% | -6.9% | -9.1% |
| 30D | +33.8% | -13.0% | +46.8% | +43.5% |
| 3M | +11.5% | -7.6% | +19.0% | +15.9% |
| 6M | -7.2% | -21.1% | +14.0% | +4.6% |
| YTD | -15.4% | -28.2% | +12.8% | +0.4% |
| 1Y | -60.6% | -34.9% | -25.8% | -50.8% |
| 3Y | +260.8% | -0.8% | +261.6% | +255.9% |
| 5Y | +108.8% | -43.6% | +152.4% | +151.5% |
| All | +645.5% | -20.2% | +665.7% | +696.3% |
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