+120.4%
MSTR vs WAT
-3.2%
+123.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | +12.2% | -1.3% | +13.4% | +13.0% |
| 30D | +45.2% | +2.3% | +42.8% | +43.9% |
| 3M | +10.4% | +8.7% | +1.6% | +5.4% |
| 6M | -2.5% | +28.3% | -30.8% | -15.4% |
| YTD | -6.0% | +7.8% | -13.8% | -11.4% |
| 1Y | -56.4% | +36.6% | -93.0% | -64.4% |
| 3Y | +306.3% | +45.7% | +260.6% | +186.5% |
| All | +120.4% | -3.2% | +123.6% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling