+481.0%
MSTR vs WM
+330.8%
+150.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -13.4% | +3.2% | -16.6% | -14.4% |
| 30D | -22.1% | +13.0% | -35.1% | -25.6% |
| 3M | +15.0% | +9.2% | +5.7% | +10.9% |
| 6M | -37.3% | +13.6% | -50.9% | -41.1% |
| YTD | -26.5% | +12.4% | -38.9% | -31.3% |
| 1Y | -46.5% | +21.2% | -67.7% | -51.9% |
| 3Y | +121.1% | +48.7% | +72.4% | +75.0% |
| 5Y | +37.5% | +61.9% | -24.4% | +3.9% |
| All | +481.0% | +330.8% | +150.3% | +179.5% |
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