+690.7%
MSTR vs WAB
+283.1%
+407.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.7% |
| 7D | +9.3% | +1.7% | +7.7% | +8.3% |
| 30D | +36.5% | -2.4% | +38.9% | +38.4% |
| 3M | +7.3% | +9.7% | -2.3% | +0.2% |
| 6M | +2.2% | +16.5% | -14.3% | -8.1% |
| YTD | -10.2% | +33.7% | -43.9% | -25.6% |
| 1Y | -58.6% | +49.7% | -108.3% | -68.0% |
| 3Y | +283.2% | +170.9% | +112.2% | +117.4% |
| 5Y | +113.8% | +228.0% | -114.3% | +15.4% |
| 10Y | +690.7% | +284.8% | +405.9% | +256.6% |
| All | +690.7% | +283.1% | +407.6% | +256.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling