+481.0%
MSTR vs W
+212.4%
+268.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -13.4% | +0.2% | -13.6% | -13.5% |
| 30D | -22.1% | +6.8% | -28.9% | -23.6% |
| 3M | +15.0% | +10.7% | +4.3% | +11.5% |
| 6M | -37.3% | +86.3% | -123.6% | -49.9% |
| YTD | -26.5% | +11.5% | -38.0% | -32.0% |
| 1Y | -46.5% | +5.1% | -51.6% | -50.1% |
| 3Y | +121.1% | +171.0% | -49.9% | +41.8% |
| 5Y | +37.5% | -56.6% | +94.1% | +14.5% |
| All | +481.0% | +212.4% | +268.7% | +269.4% |
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