+731.6%
MSTR vs WING
+341.2%
+390.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +12.2% | -3.9% | +16.0% | +13.6% |
| 30D | +45.2% | -11.6% | +56.7% | +50.1% |
| 3M | +10.4% | -24.2% | +34.6% | +19.6% |
| 6M | -2.5% | -54.1% | +51.6% | +28.4% |
| YTD | -6.0% | -53.9% | +47.9% | +20.0% |
| 1Y | -56.4% | -64.4% | +7.9% | -38.5% |
| 3Y | +306.3% | -30.2% | +336.5% | +281.6% |
| 5Y | +100.5% | -34.1% | +134.6% | +74.4% |
| All | +731.6% | +341.2% | +390.5% | +384.6% |
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