-58.6%
MSTR vs WAB
+47.5%
-106.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.6% |
| 7D | +9.3% | +1.7% | +7.7% | +8.7% |
| 30D | +36.5% | -2.4% | +38.9% | +37.5% |
| 3M | +7.3% | +9.7% | -2.3% | +1.7% |
| 6M | +2.2% | +16.5% | -14.3% | -7.6% |
| YTD | -10.2% | +33.7% | -43.9% | -24.7% |
| 1Y | -58.6% | +49.7% | -108.3% | -66.6% |
| All | -58.6% | +47.5% | -106.2% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WAB 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling