+180.5%
MSTR vs WFC
+115.4%
+65.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -1.2% | +1.2% | -2.5% | -1.9% |
| 30D | -15.9% | +5.2% | -21.1% | -18.7% |
| 3M | +33.1% | -3.0% | +36.2% | +34.7% |
| 6M | -31.0% | +6.2% | -37.2% | -35.4% |
| YTD | -15.1% | -7.9% | -7.2% | -11.5% |
| 1Y | -45.6% | +0.3% | -45.9% | -47.1% |
| 3Y | +180.5% | +117.7% | +62.8% | +107.5% |
| All | +180.5% | +115.4% | +65.1% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling