+120.4%
MSTR vs SHW
+15.5%
+104.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | +12.2% | -3.2% | +15.4% | +14.7% |
| 30D | +45.2% | -9.5% | +54.7% | +55.4% |
| 3M | +10.4% | +11.5% | -1.1% | +0.5% |
| 6M | -2.5% | -3.5% | +1.1% | -1.1% |
| YTD | -6.0% | +3.7% | -9.7% | -10.6% |
| 1Y | -56.4% | -7.9% | -48.5% | -55.0% |
| 3Y | +306.3% | +24.7% | +281.6% | +218.6% |
| All | +120.4% | +15.5% | +104.9% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling