+554.5%
MSTR vs W
+268.4%
+286.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -4.0% |
| 7D | -4.0% | +3.3% | -7.3% | -5.0% |
| 30D | -18.6% | +10.5% | -29.2% | -21.1% |
| 3M | +25.6% | +9.6% | +15.9% | +22.1% |
| 6M | -33.1% | +76.4% | -109.4% | -45.7% |
| YTD | -17.3% | +16.4% | -33.7% | -24.6% |
| 1Y | -48.1% | +9.3% | -57.4% | -52.2% |
| 3Y | +154.2% | +172.8% | -18.6% | +62.4% |
| 5Y | +46.2% | -53.4% | +99.6% | +19.6% |
| 10Y | +554.5% | +243.6% | +310.9% | +308.8% |
| All | +554.5% | +268.4% | +286.1% | +308.8% |
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