+677.4%
MSTR vs WPM
+523.6%
+153.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.1% |
| 7D | +7.7% | +3.9% | +3.8% | +6.6% |
| 30D | +36.3% | +17.7% | +18.7% | +30.6% |
| 3M | +13.4% | +39.4% | -26.0% | +3.5% |
| 6M | -4.5% | +6.4% | -10.9% | -6.4% |
| YTD | -12.7% | +34.0% | -46.6% | -19.6% |
| 1Y | -59.6% | +50.5% | -110.1% | -64.1% |
| 3Y | +272.5% | +280.3% | -7.8% | +158.5% |
| 5Y | +107.1% | +266.3% | -159.2% | +43.1% |
| 10Y | +677.4% | +550.8% | +126.6% | +417.4% |
| All | +677.4% | +523.6% | +153.8% | +417.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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