+967.7%
MSTR vs W
+176.2%
+791.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.1% |
| 7D | +12.2% | -4.2% | +16.3% | +13.5% |
| 30D | +45.2% | -7.6% | +52.7% | +48.5% |
| 3M | +10.4% | +37.2% | -26.8% | -1.2% |
| 6M | -2.5% | +26.3% | -28.8% | -11.4% |
| YTD | -6.0% | -1.0% | -5.0% | -9.3% |
| 1Y | -56.4% | +20.1% | -76.5% | -61.1% |
| 3Y | +306.3% | +37.8% | +268.5% | +224.8% |
| 5Y | +100.5% | -63.7% | +164.1% | +78.4% |
| 10Y | +741.1% | +156.3% | +584.8% | +466.9% |
| All | +967.7% | +176.2% | +791.5% | +597.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling