+536.9%
MSTR vs WM
+324.5%
+212.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.7% |
| 7D | -14.2% | +0.8% | -14.9% | -14.4% |
| 30D | -19.9% | +13.8% | -33.7% | -23.7% |
| 3M | +27.3% | +6.4% | +20.9% | +24.0% |
| 6M | -37.6% | +13.2% | -50.8% | -41.4% |
| YTD | -19.5% | +10.8% | -30.2% | -24.3% |
| 1Y | -47.1% | +20.2% | -67.3% | -52.4% |
| 3Y | +140.3% | +46.5% | +93.8% | +91.2% |
| 5Y | +49.5% | +61.3% | -11.8% | +13.0% |
| All | +536.9% | +324.5% | +212.4% | +208.0% |
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