+481.0%
MSTR vs WSM
+1,131.4%
-650.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -3.1% |
| 7D | -13.4% | 0.0% | -13.4% | -13.4% |
| 30D | -22.1% | +5.1% | -27.2% | -23.8% |
| 3M | +15.0% | +5.1% | +9.8% | +12.5% |
| 6M | -37.3% | +48.6% | -85.9% | -48.3% |
| YTD | -26.5% | +44.2% | -70.7% | -38.5% |
| 1Y | -46.5% | +38.1% | -84.6% | -54.4% |
| 3Y | +121.1% | +257.2% | -136.1% | +20.9% |
| 5Y | +37.5% | +165.1% | -127.6% | -19.6% |
| All | +481.0% | +1,131.4% | -650.3% | +112.6% |
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