+287.2%
MSTR vs WTW
+60.9%
+226.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.4% |
| 7D | +7.7% | -7.1% | +14.8% | +8.6% |
| 30D | +36.3% | -8.5% | +44.9% | +37.5% |
| 3M | +13.4% | +20.6% | -7.2% | +12.2% |
| 6M | -4.5% | +7.2% | -11.7% | -4.5% |
| YTD | -12.7% | -3.9% | -8.8% | -11.5% |
| 1Y | -59.6% | -3.6% | -56.0% | -59.0% |
| All | +287.2% | +60.9% | +226.3% | +316.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling