+570.4%
MSTR vs WAT
+227.3%
+343.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -1.2% | -1.1% | -0.1% | -0.6% |
| 30D | -15.9% | +5.0% | -20.9% | -17.5% |
| 3M | +33.1% | +14.5% | +18.6% | +25.6% |
| 6M | -31.0% | +30.9% | -61.9% | -39.4% |
| YTD | -15.1% | +20.5% | -35.6% | -23.6% |
| 1Y | -45.6% | +23.3% | -68.9% | -51.8% |
| 3Y | +180.5% | +81.5% | +99.0% | +92.6% |
| 5Y | +61.7% | +33.4% | +28.3% | +31.6% |
| All | +570.4% | +227.3% | +343.1% | +288.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling