+120.4%
MSTR vs WM
+52.1%
+68.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +12.2% | -0.3% | +12.5% | +12.3% |
| 30D | +45.2% | -2.4% | +47.5% | +45.9% |
| 3M | +10.4% | +0.4% | +10.0% | +9.1% |
| 6M | -2.5% | -9.5% | +7.0% | 0.0% |
| YTD | -6.0% | +0.5% | -6.5% | -8.1% |
| 1Y | -56.4% | -1.1% | -55.3% | -57.2% |
| 3Y | +306.3% | +46.0% | +260.3% | +201.3% |
| All | +120.4% | +52.1% | +68.2% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling