+737.4%
MSTR vs TW
+291.9%
+445.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.2% |
| 7D | -10.7% | +3.1% | -13.8% | -12.2% |
| 30D | -21.6% | +16.7% | -38.3% | -27.9% |
| 3M | +24.4% | +25.2% | -0.8% | +10.3% |
| 6M | -35.5% | +19.5% | -54.9% | -42.4% |
| YTD | -20.3% | +21.0% | -41.3% | -31.5% |
| 1Y | -49.3% | +19.0% | -68.3% | -55.9% |
| 3Y | +137.8% | +40.7% | +97.1% | +79.8% |
| 5Y | +48.3% | +40.1% | +8.2% | +8.7% |
| All | +737.4% | +291.9% | +445.5% | +340.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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