+78.2%
MSTR vs SW
-0.1%
+78.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.0% | +3.7% |
| 7D | -1.8% | +12.1% | -13.9% | -5.7% |
| 30D | -13.3% | +6.6% | -19.9% | -15.4% |
| 3M | +46.0% | -6.0% | +52.0% | +48.6% |
| 6M | -22.4% | +21.5% | -43.9% | -29.0% |
| YTD | -6.2% | +20.3% | -26.5% | -14.8% |
| 1Y | -42.3% | +28.1% | -70.4% | -49.0% |
| 3Y | +214.0% | +51.6% | +162.4% | +169.0% |
| 5Y | +78.2% | -0.1% | +78.3% | +52.4% |
| All | +78.2% | -0.1% | +78.3% | +52.4% |
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