+1,271.3%
MSTR vs KWEB
+22.0%
+1,249.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.7% |
| 7D | +7.7% | -3.6% | +11.3% | +9.7% |
| 30D | +36.3% | -14.9% | +51.2% | +47.5% |
| 3M | +13.4% | -5.4% | +18.8% | +16.4% |
| 6M | -4.5% | -18.9% | +14.4% | +5.7% |
| YTD | -12.7% | -27.2% | +14.6% | +2.3% |
| 1Y | -59.6% | -34.2% | -25.4% | -50.1% |
| 3Y | +272.5% | +0.6% | +271.8% | +265.4% |
| 5Y | +107.1% | -43.5% | +150.6% | +149.7% |
| 10Y | +677.4% | -20.6% | +698.0% | +679.9% |
| All | +1,271.3% | +22.0% | +1,249.3% | +968.5% |
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