+2,966.5%
MSTR vs WTW
+1,181.4%
+1,785.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -3.2% |
| 7D | -13.4% | +2.0% | -15.4% | -14.1% |
| 30D | -22.1% | +12.9% | -34.9% | -25.7% |
| 3M | +15.0% | +0.7% | +14.2% | +14.5% |
| 6M | -37.3% | +39.5% | -76.8% | -45.0% |
| YTD | -26.5% | +3.1% | -29.6% | -28.6% |
| 1Y | -46.5% | +4.8% | -51.2% | -48.3% |
| 3Y | +121.1% | +42.9% | +78.1% | +85.8% |
| 5Y | +37.5% | +55.3% | -17.8% | +14.4% |
| 10Y | +467.3% | +217.2% | +250.2% | +261.2% |
| All | +2,966.5% | +1,181.4% | +1,785.0% | +1,931.9% |
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 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