+120.4%
MSTR vs SW
-2.3%
+122.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | +12.2% | -5.1% | +17.3% | +14.2% |
| 30D | +45.2% | -4.6% | +49.8% | +47.4% |
| 3M | +10.4% | +9.4% | +1.0% | +5.8% |
| 6M | -2.5% | +3.5% | -6.0% | -5.3% |
| YTD | -6.0% | +22.0% | -28.1% | -14.8% |
| 1Y | -56.4% | +2.2% | -58.6% | -58.0% |
| 3Y | +306.3% | +19.6% | +286.7% | +267.4% |
| All | +120.4% | -2.3% | +122.7% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling