+120.4%
MSTR vs WPM
+254.8%
-134.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.8% |
| 7D | +12.2% | +1.1% | +11.1% | +11.7% |
| 30D | +45.2% | +26.4% | +18.8% | +29.7% |
| 3M | +10.4% | +20.8% | -10.5% | +0.6% |
| 6M | -2.5% | +1.1% | -3.6% | -3.6% |
| YTD | -6.0% | +32.5% | -38.5% | -19.7% |
| 1Y | -56.4% | +51.5% | -107.9% | -65.8% |
| 3Y | +306.3% | +267.0% | +39.3% | +78.1% |
| All | +120.4% | +254.8% | -134.4% | -10.9% |
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