+1,120.6%
MSTR vs SHW
+4,694.5%
-3,573.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -1.2% | +3.5% | -4.7% | -2.6% |
| 30D | -15.9% | +9.2% | -25.2% | -19.1% |
| 3M | +33.1% | -5.1% | +38.2% | +35.8% |
| 6M | -31.0% | +6.8% | -37.8% | -33.4% |
| YTD | -15.1% | +7.0% | -22.1% | -18.4% |
| 1Y | -45.6% | +4.1% | -49.8% | -47.3% |
| 3Y | +180.5% | +41.1% | +139.4% | +140.1% |
| 5Y | +61.7% | +12.9% | +48.8% | +51.5% |
| 10Y | +578.0% | +366.3% | +211.7% | +273.4% |
| All | +1,120.6% | +4,694.5% | -3,573.8% | +216.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling