+554.5%
MSTR vs WFC
+142.4%
+412.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -3.6% |
| 7D | -4.0% | +0.1% | -4.1% | -3.9% |
| 30D | -18.6% | +2.9% | -21.6% | -19.9% |
| 3M | +25.6% | -1.4% | +27.0% | +25.7% |
| 6M | -33.1% | +14.3% | -47.4% | -38.8% |
| YTD | -17.3% | -6.2% | -11.1% | -15.8% |
| 1Y | -48.1% | +1.6% | -49.7% | -49.4% |
| 3Y | +154.2% | +126.9% | +27.3% | +61.8% |
| 5Y | +46.2% | +94.0% | -47.7% | +2.0% |
| 10Y | +554.5% | +134.0% | +420.5% | +314.4% |
| All | +554.5% | +142.4% | +412.1% | +314.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling