+731.6%
MSTR vs WFC
+138.0%
+593.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +12.2% | +3.8% | +8.4% | +9.8% |
| 30D | +45.2% | +1.5% | +43.7% | +43.2% |
| 3M | +10.4% | +10.9% | -0.5% | +3.3% |
| 6M | -2.5% | +8.4% | -10.9% | -8.3% |
| YTD | -6.0% | -1.9% | -4.1% | -6.4% |
| 1Y | -56.4% | +12.3% | -68.8% | -60.0% |
| 3Y | +306.3% | +132.3% | +174.0% | +155.2% |
| 5Y | +100.5% | +130.1% | -29.6% | +30.9% |
| All | +731.6% | +138.0% | +593.7% | +408.8% |
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