+120.4%
MSTR vs W
-63.2%
+183.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.5% |
| 7D | +12.2% | -4.2% | +16.3% | +14.3% |
| 30D | +45.2% | -7.6% | +52.7% | +50.4% |
| 3M | +10.4% | +37.2% | -26.8% | -8.2% |
| 6M | -2.5% | +26.3% | -28.8% | -17.2% |
| YTD | -6.0% | -1.0% | -5.0% | -12.1% |
| 1Y | -56.4% | +20.1% | -76.5% | -64.5% |
| 3Y | +306.3% | +37.8% | +268.5% | +167.2% |
| All | +120.4% | -63.2% | +183.5% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling