+844.3%
MSTR vs TW
+211.4%
+632.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -2.8% |
| 7D | +9.3% | -3.5% | +12.8% | +11.5% |
| 30D | +36.5% | +0.5% | +36.0% | +36.2% |
| 3M | +7.3% | +4.9% | +2.4% | +3.0% |
| 6M | +2.2% | -17.1% | +19.3% | +10.4% |
| YTD | -10.2% | -3.9% | -6.3% | -12.6% |
| 1Y | -58.6% | -13.3% | -45.4% | -57.3% |
| 3Y | +283.2% | +20.9% | +262.3% | +211.2% |
| 5Y | +113.8% | +20.5% | +93.3% | +72.3% |
| All | +844.3% | +211.4% | +632.9% | +462.7% |
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