-46.4%
MSTR vs WETO
-99.4%
+52.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.1% | -10.2% | -3.1% |
| 7D | -11.2% | -19.9% | +8.6% | -11.2% |
| 30D | +33.8% | -42.7% | +76.5% | +33.2% |
| 3M | +11.5% | -97.7% | +109.2% | +22.9% |
| 6M | -7.2% | -94.4% | +87.3% | -7.0% |
| YTD | -15.4% | -97.0% | +81.6% | -10.6% |
| 1Y | -60.6% | -98.9% | +38.2% | -55.7% |
| All | -46.4% | -99.4% | +52.9% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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