+864.0%
MSTR vs W
+210.4%
+653.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.1% |
| 7D | -1.2% | -3.6% | +2.4% | -0.2% |
| 30D | -15.9% | +7.0% | -22.9% | -17.4% |
| 3M | +33.1% | +7.4% | +25.8% | +30.7% |
| 6M | -31.0% | +69.3% | -100.3% | -42.0% |
| YTD | -15.1% | +11.3% | -26.4% | -20.7% |
| 1Y | -45.6% | +13.2% | -58.9% | -49.9% |
| 3Y | +180.5% | +142.0% | +38.5% | +95.5% |
| 5Y | +61.7% | -54.6% | +116.3% | +37.7% |
| 10Y | +578.0% | +243.7% | +334.3% | +336.9% |
| All | +864.0% | +210.4% | +653.6% | +509.8% |
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