+1,252.0%
MSTR vs WAT
+2,573.5%
-1,321.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +12.2% | -1.3% | +13.4% | +12.8% |
| 30D | +45.2% | +2.3% | +42.8% | +44.1% |
| 3M | +10.4% | +8.7% | +1.6% | +6.0% |
| 6M | -2.5% | +28.3% | -30.8% | -13.5% |
| YTD | -6.0% | +7.8% | -13.8% | -10.8% |
| 1Y | -56.4% | +36.6% | -93.0% | -62.9% |
| 3Y | +306.3% | +45.7% | +260.6% | +222.7% |
| 5Y | +100.5% | -3.3% | +103.8% | +92.0% |
| 10Y | +741.1% | +162.1% | +579.0% | +405.5% |
| All | +1,252.0% | +2,573.5% | -1,321.5% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling