-46.5%
MSTR vs KWEB
-38.6%
-7.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -13.4% | -7.8% | -5.6% | -7.2% |
| 30D | -22.1% | -6.4% | -15.6% | -17.7% |
| 3M | +15.0% | -14.6% | +29.6% | +30.8% |
| 6M | -37.3% | -25.0% | -12.3% | -20.6% |
| YTD | -26.5% | -32.7% | +6.1% | +2.5% |
| 1Y | -46.5% | -37.3% | -9.2% | -21.3% |
| All | -46.5% | -38.6% | -7.8% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling