-58.6%
MSTR vs WFC
+13.8%
-72.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.8% |
| 7D | +9.3% | +1.1% | +8.3% | +9.1% |
| 30D | +36.5% | +0.8% | +35.7% | +36.0% |
| 3M | +7.3% | +9.3% | -1.9% | +3.5% |
| 6M | +2.2% | +10.6% | -8.4% | -3.1% |
| YTD | -10.2% | -4.1% | -6.1% | -7.6% |
| 1Y | -58.6% | +13.6% | -72.2% | -57.6% |
| All | -58.6% | +13.8% | -72.4% | -57.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling