+649.6%
MSTR vs SW
+189.7%
+459.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.0% | +4.2% |
| 7D | -1.8% | +12.1% | -13.9% | -4.4% |
| 30D | -13.3% | +6.6% | -19.9% | -14.6% |
| 3M | +46.0% | -6.0% | +52.0% | +47.7% |
| 6M | -22.4% | +21.5% | -43.9% | -26.5% |
| YTD | -6.2% | +20.3% | -26.5% | -11.4% |
| 1Y | -42.3% | +28.1% | -70.4% | -46.4% |
| 3Y | +214.0% | +51.6% | +162.4% | +188.7% |
| 5Y | +78.2% | -0.1% | +78.3% | +66.1% |
| 10Y | +649.6% | +189.7% | +459.8% | +522.3% |
| All | +649.6% | +189.7% | +459.8% | +522.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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