+3,823.1%
MSTR vs WTW
+1,174.9%
+2,648.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.6% |
| 7D | +12.2% | -2.6% | +14.8% | +13.3% |
| 30D | +45.2% | -1.0% | +46.2% | +45.8% |
| 3M | +10.4% | +29.9% | -19.5% | -0.3% |
| 6M | -2.5% | +10.7% | -13.2% | -7.2% |
| YTD | -6.0% | +2.6% | -8.6% | -8.3% |
| 1Y | -56.4% | +2.8% | -59.2% | -57.6% |
| 3Y | +306.3% | +67.3% | +239.0% | +219.9% |
| 5Y | +100.5% | +56.6% | +43.8% | +66.6% |
| 10Y | +741.1% | +204.1% | +537.0% | +443.0% |
| All | +3,823.1% | +1,174.9% | +2,648.2% | +2,509.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling