+49.9%
MSTR vs WM
+59.1%
-9.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.5% |
| 30D | -15.9% | +13.1% | -29.0% | -18.4% |
| 3M | +33.1% | +3.6% | +29.5% | +31.9% |
| 6M | -31.0% | +8.1% | -39.1% | -33.1% |
| YTD | -15.1% | +8.9% | -24.1% | -18.7% |
| 1Y | -45.6% | +20.3% | -66.0% | -50.7% |
| 3Y | +180.5% | +46.2% | +134.3% | +115.9% |
| All | +49.9% | +59.1% | -9.2% | +2.0% |
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 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