+142.3%
MSTR vs WAT
+86.6%
+55.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.4% |
| 7D | -14.2% | +0.7% | -14.9% | -14.4% |
| 30D | -19.9% | +9.0% | -28.8% | -21.9% |
| 3M | +27.3% | +13.5% | +13.9% | +22.4% |
| 6M | -37.6% | +35.3% | -72.8% | -43.6% |
| YTD | -19.5% | +24.0% | -43.5% | -25.8% |
| 1Y | -47.1% | +22.0% | -69.1% | -51.1% |
| All | +142.3% | +86.6% | +55.8% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling