-42.3%
MSTR vs WFC
+2.7%
-45.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.4% |
| 7D | -1.8% | +4.5% | -6.3% | -3.0% |
| 30D | -13.3% | +7.4% | -20.7% | -15.1% |
| 3M | +46.0% | -0.5% | +46.5% | +45.5% |
| 6M | -22.4% | +11.7% | -34.1% | -27.0% |
| YTD | -6.2% | -4.6% | -1.5% | -1.0% |
| 1Y | -42.3% | +2.5% | -44.8% | -46.3% |
| All | -42.3% | +2.7% | -45.0% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling