+554.5%
MSTR vs WAT
+232.2%
+322.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -4.5% |
| 7D | -4.0% | +6.0% | -10.0% | -6.5% |
| 30D | -18.6% | +9.9% | -28.5% | -21.9% |
| 3M | +25.6% | +17.2% | +8.4% | +17.0% |
| 6M | -33.1% | +34.2% | -67.3% | -42.0% |
| YTD | -17.3% | +25.5% | -42.9% | -27.0% |
| 1Y | -48.1% | +28.3% | -76.3% | -54.8% |
| 3Y | +154.2% | +88.4% | +65.8% | +71.4% |
| 5Y | +46.2% | +36.1% | +10.1% | +17.5% |
| 10Y | +554.5% | +234.8% | +319.7% | +272.9% |
| All | +554.5% | +232.2% | +322.3% | +272.9% |
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