+690.7%
MSTR vs WAT
+153.6%
+537.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.7% |
| 7D | +9.3% | -0.7% | +10.0% | +9.7% |
| 30D | +36.5% | -1.0% | +37.5% | +37.5% |
| 3M | +7.3% | +10.9% | -3.6% | +1.9% |
| 6M | +2.2% | +33.2% | -30.9% | -11.5% |
| YTD | -10.2% | +6.1% | -16.2% | -14.2% |
| 1Y | -58.6% | +30.2% | -88.9% | -64.5% |
| 3Y | +283.2% | +52.9% | +230.3% | +186.2% |
| 5Y | +113.8% | -5.1% | +118.9% | +99.6% |
| 10Y | +690.7% | +152.6% | +538.1% | +413.2% |
| All | +690.7% | +153.6% | +537.1% | +413.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WAT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling