+1,120.6%
MSTR vs WAT
+2,888.4%
-1,767.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -1.2% | -1.1% | -0.1% | -0.6% |
| 30D | -15.9% | +5.0% | -20.9% | -17.4% |
| 3M | +33.1% | +14.5% | +18.6% | +26.1% |
| 6M | -31.0% | +30.9% | -61.9% | -38.9% |
| YTD | -15.1% | +20.5% | -35.6% | -23.1% |
| 1Y | -45.6% | +23.3% | -68.9% | -51.4% |
| 3Y | +180.5% | +81.5% | +99.0% | +103.7% |
| 5Y | +61.7% | +33.4% | +28.3% | +36.0% |
| 10Y | +578.0% | +231.5% | +346.5% | +271.4% |
| All | +1,120.6% | +2,888.4% | -1,767.8% | +102.6% |
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