+768.7%
MSTR vs TW
+287.8%
+480.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -4.0% | +3.4% | -7.4% | -5.6% |
| 30D | -18.6% | +15.5% | -34.1% | -24.8% |
| 3M | +25.6% | +25.1% | +0.4% | +11.3% |
| 6M | -33.1% | +18.2% | -51.2% | -39.9% |
| YTD | -17.3% | +19.7% | -37.1% | -28.5% |
| 1Y | -48.1% | +18.1% | -66.2% | -54.7% |
| 3Y | +154.2% | +40.5% | +113.7% | +92.2% |
| 5Y | +46.2% | +37.1% | +9.1% | +8.3% |
| All | +768.7% | +287.8% | +480.9% | +360.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling