+570.4%
MSTR vs W
+238.4%
+332.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.2% |
| 7D | -1.2% | -3.6% | +2.4% | 0.0% |
| 30D | -15.9% | +7.0% | -22.9% | -17.6% |
| 3M | +33.1% | +7.4% | +25.8% | +30.4% |
| 6M | -31.0% | +69.3% | -100.3% | -43.3% |
| YTD | -15.1% | +11.3% | -26.4% | -21.4% |
| 1Y | -45.6% | +13.2% | -58.9% | -50.5% |
| 3Y | +180.5% | +142.0% | +38.5% | +85.6% |
| 5Y | +61.7% | -54.6% | +116.3% | +33.9% |
| All | +570.4% | +238.4% | +332.0% | +319.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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