+1,252.0%
MSTR vs WFC
+946.8%
+305.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | +12.2% | +3.8% | +8.4% | +10.6% |
| 30D | +45.2% | +1.5% | +43.7% | +43.9% |
| 3M | +10.4% | +10.9% | -0.5% | +5.8% |
| 6M | -2.5% | +8.4% | -10.9% | -6.2% |
| YTD | -6.0% | -1.9% | -4.1% | -6.2% |
| 1Y | -56.4% | +12.3% | -68.8% | -58.7% |
| 3Y | +306.3% | +132.3% | +174.0% | +202.5% |
| 5Y | +100.5% | +130.1% | -29.6% | +53.6% |
| 10Y | +741.1% | +134.4% | +606.7% | +504.6% |
| All | +1,252.0% | +946.8% | +305.2% | +253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling