+570.4%
MSTR vs WING
+679.4%
-109.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -1.2% | +9.0% | -10.3% | -4.6% |
| 30D | -15.9% | +39.9% | -55.9% | -27.2% |
| 3M | +33.1% | +40.4% | -7.3% | +12.6% |
| 6M | -31.0% | +12.9% | -43.9% | -37.8% |
| YTD | -15.1% | -31.1% | +15.9% | -9.1% |
| 1Y | -45.6% | -32.7% | -12.9% | -41.8% |
| 3Y | +180.5% | -19.8% | +200.3% | +152.9% |
| 5Y | +61.7% | +4.0% | +57.7% | +16.5% |
| All | +570.4% | +679.4% | -109.0% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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