+308.9%
MSTR vs W
+39.1%
+269.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.3% |
| 7D | +12.2% | -4.2% | +16.3% | +13.9% |
| 30D | +45.2% | -7.6% | +52.7% | +49.5% |
| 3M | +10.4% | +37.2% | -26.8% | -5.0% |
| 6M | -2.5% | +26.3% | -28.8% | -14.4% |
| YTD | -6.0% | -1.0% | -5.0% | -10.4% |
| 1Y | -56.4% | +20.1% | -76.5% | -63.1% |
| All | +308.9% | +39.1% | +269.8% | +177.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling