+866.8%
MSTR vs W
+214.9%
+651.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.2% | -1.0% | -7.0% |
| 7D | -8.7% | -5.6% | -3.1% | -7.1% |
| 30D | -21.4% | +7.5% | -28.9% | -22.9% |
| 3M | +31.4% | +5.4% | +26.0% | +29.7% |
| 6M | -30.8% | +79.4% | -110.2% | -42.9% |
| YTD | -14.9% | +12.9% | -27.8% | -20.8% |
| 1Y | -49.3% | +12.4% | -61.7% | -53.2% |
| 3Y | +184.8% | +128.5% | +56.3% | +101.2% |
| 5Y | +62.1% | -54.0% | +116.1% | +37.6% |
| 10Y | +580.0% | +248.8% | +331.2% | +336.4% |
| All | +866.8% | +214.9% | +651.9% | +509.0% |
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