+645.5%
MSTR vs WSM
+1,058.9%
-413.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.5% | -2.4% |
| 7D | -11.2% | +0.4% | -11.7% | -11.4% |
| 30D | +33.8% | -10.7% | +44.5% | +40.7% |
| 3M | +11.5% | +8.5% | +3.0% | +6.7% |
| 6M | -7.2% | +19.6% | -26.8% | -15.7% |
| YTD | -15.4% | +26.6% | -42.0% | -25.0% |
| 1Y | -60.6% | +12.0% | -72.6% | -63.2% |
| 3Y | +260.8% | +226.6% | +34.2% | +104.8% |
| 5Y | +108.8% | +174.1% | -65.3% | +24.5% |
| All | +645.5% | +1,058.9% | -413.4% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WSM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling