+572.4%
MSTR vs SW
+185.4%
+387.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.8% | -8.9% |
| 7D | -8.7% | +4.7% | -13.4% | -9.6% |
| 30D | -21.4% | +5.0% | -26.4% | -22.3% |
| 3M | +31.4% | -7.3% | +38.8% | +33.5% |
| 6M | -30.8% | +15.0% | -45.8% | -33.6% |
| YTD | -14.9% | +18.5% | -33.4% | -19.3% |
| 1Y | -49.3% | +27.1% | -76.4% | -52.8% |
| 3Y | +184.8% | +49.3% | +135.5% | +162.8% |
| 5Y | +62.1% | -1.6% | +63.8% | +51.7% |
| All | +572.4% | +185.4% | +387.0% | +449.3% |
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