+570.4%
MSTR vs WFC
+143.9%
+426.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.2% | +1.2% | -2.5% | -1.7% |
| 30D | -15.9% | +5.2% | -21.1% | -18.2% |
| 3M | +33.1% | -3.0% | +36.2% | +34.5% |
| 6M | -31.0% | +6.2% | -37.2% | -34.3% |
| YTD | -15.1% | -7.9% | -7.2% | -12.6% |
| 1Y | -45.6% | +0.3% | -45.9% | -46.6% |
| 3Y | +180.5% | +117.7% | +62.8% | +82.6% |
| 5Y | +61.7% | +88.4% | -26.7% | +14.6% |
| All | +570.4% | +143.9% | +426.6% | +324.6% |
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 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