+736.9%
MSTR vs WM
+306.5%
+430.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +12.2% | -0.3% | +12.5% | +12.3% |
| 30D | +45.2% | -2.4% | +47.5% | +46.3% |
| 3M | +10.4% | +0.4% | +10.0% | +9.0% |
| 6M | -2.5% | -9.5% | +7.0% | 0.0% |
| YTD | -6.0% | +0.5% | -6.5% | -8.2% |
| 1Y | -56.4% | -1.1% | -55.3% | -57.4% |
| 3Y | +306.3% | +46.0% | +260.3% | +219.0% |
| 5Y | +100.5% | +51.8% | +48.7% | +54.7% |
| All | +736.9% | +306.5% | +430.4% | +291.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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