+645.5%
MSTR vs WTW
+197.9%
+447.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.7% | -3.4% |
| 7D | -11.2% | -7.8% | -3.4% | -7.8% |
| 30D | +33.8% | -7.9% | +41.7% | +39.0% |
| 3M | +11.5% | +19.9% | -8.5% | +2.2% |
| 6M | -7.2% | +9.8% | -17.0% | -12.3% |
| YTD | -15.4% | -3.3% | -12.0% | -15.4% |
| 1Y | -60.6% | -3.3% | -57.3% | -60.8% |
| 3Y | +260.8% | +61.5% | +199.3% | +162.1% |
| 5Y | +108.8% | +42.6% | +66.3% | +65.2% |
| All | +645.5% | +197.9% | +447.6% | +365.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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