+49.9%
MSTR vs WPM
+246.3%
-196.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.8% |
| 7D | -1.2% | +16.9% | -18.1% | -9.4% |
| 30D | -15.9% | +2.0% | -17.9% | -17.0% |
| 3M | +33.1% | +8.9% | +24.2% | +27.5% |
| 6M | -31.0% | +1.6% | -32.6% | -31.7% |
| YTD | -15.1% | +16.5% | -31.6% | -23.2% |
| 1Y | -45.6% | +42.2% | -87.8% | -55.8% |
| 3Y | +180.5% | +213.3% | -32.8% | +30.0% |
| All | +49.9% | +246.3% | -196.4% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling