+669.5%
MSTR vs WSM
+1,078.4%
-408.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +7.7% | +2.6% | +5.1% | +6.5% |
| 30D | +36.3% | -9.3% | +45.6% | +42.4% |
| 3M | +13.4% | +7.1% | +6.3% | +9.2% |
| 6M | -4.5% | +21.7% | -26.2% | -13.9% |
| YTD | -12.7% | +28.7% | -41.4% | -23.2% |
| 1Y | -59.6% | +13.9% | -73.5% | -62.6% |
| 3Y | +272.5% | +232.2% | +40.3% | +109.8% |
| 5Y | +107.1% | +176.4% | -69.2% | +22.8% |
| All | +669.5% | +1,078.4% | -408.9% | +189.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling