+1,804.0%
MSTR vs SW
+755.0%
+1,049.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +12.2% | -5.1% | +17.3% | +12.9% |
| 30D | +45.2% | -4.6% | +49.8% | +46.0% |
| 3M | +10.4% | +9.4% | +1.0% | +8.9% |
| 6M | -2.5% | +3.5% | -6.0% | -3.3% |
| YTD | -6.0% | +22.0% | -28.1% | -8.7% |
| 1Y | -56.4% | +2.2% | -58.6% | -56.9% |
| 3Y | +306.3% | +19.6% | +286.7% | +296.0% |
| 5Y | +100.5% | -2.3% | +102.8% | +94.2% |
| 10Y | +741.1% | +181.4% | +559.7% | +685.0% |
| All | +1,804.0% | +755.0% | +1,049.0% | +1,561.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling