+1,249.5%
MSTR vs WM
+803.7%
+445.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.6% |
| 7D | -1.8% | +5.9% | -7.7% | -3.7% |
| 30D | -13.3% | +15.4% | -28.7% | -17.6% |
| 3M | +46.0% | +6.3% | +39.6% | +42.4% |
| 6M | -22.4% | +5.6% | -28.0% | -24.9% |
| YTD | -6.2% | +9.9% | -16.1% | -10.8% |
| 1Y | -42.3% | +20.8% | -63.1% | -47.1% |
| 3Y | +214.0% | +48.5% | +165.5% | +165.2% |
| 5Y | +78.2% | +60.6% | +17.6% | +46.8% |
| 10Y | +649.6% | +349.8% | +299.8% | +335.5% |
| All | +1,249.5% | +803.7% | +445.8% | +475.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling