+690.7%
MSTR vs SHW
+275.8%
+414.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.2% |
| 7D | +9.3% | -1.2% | +10.5% | +10.1% |
| 30D | +36.5% | -11.6% | +48.1% | +45.7% |
| 3M | +7.3% | +9.1% | -1.8% | +1.5% |
| 6M | +2.2% | -0.7% | +2.9% | +1.7% |
| YTD | -10.2% | +1.4% | -11.5% | -12.1% |
| 1Y | -58.6% | -12.3% | -46.3% | -56.5% |
| 3Y | +283.2% | +23.4% | +259.8% | +232.0% |
| 5Y | +113.8% | +15.0% | +98.8% | +88.4% |
| 10Y | +690.7% | +278.3% | +412.5% | +374.3% |
| All | +690.7% | +275.8% | +414.9% | +374.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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