+1,053.5%
MSTR vs KWEB
+12.9%
+1,040.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -13.4% | -7.8% | -5.6% | -9.7% |
| 30D | -22.1% | -6.4% | -15.6% | -19.4% |
| 3M | +15.0% | -14.6% | +29.6% | +24.5% |
| 6M | -37.3% | -25.0% | -12.3% | -27.7% |
| YTD | -26.5% | -32.7% | +6.1% | -10.3% |
| 1Y | -46.5% | -37.3% | -9.2% | -32.2% |
| 3Y | +121.1% | -5.9% | +127.0% | +125.2% |
| 5Y | +37.5% | -47.1% | +84.6% | +72.9% |
| 10Y | +467.3% | -22.3% | +489.6% | +481.8% |
| All | +1,053.5% | +12.9% | +1,040.6% | +836.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling