+180.5%
MSTR vs WAT
+74.7%
+105.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -1.2% | -1.1% | -0.1% | -0.7% |
| 30D | -15.9% | +5.0% | -20.9% | -17.0% |
| 3M | +33.1% | +14.5% | +18.6% | +27.8% |
| 6M | -31.0% | +30.9% | -61.9% | -37.0% |
| YTD | -15.1% | +20.5% | -35.6% | -21.0% |
| 1Y | -45.6% | +23.3% | -68.9% | -50.0% |
| 3Y | +180.5% | +81.5% | +99.0% | +137.7% |
| All | +180.5% | +74.7% | +105.8% | +137.7% |
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