+536.9%
MSTR vs WU
-39.0%
+575.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +2.3% |
| 7D | -14.2% | +2.1% | -16.3% | -15.4% |
| 30D | -19.9% | +10.1% | -30.0% | -23.5% |
| 3M | +27.3% | -1.1% | +28.5% | +26.6% |
| 6M | -37.6% | -19.8% | -17.8% | -32.7% |
| YTD | -19.5% | -20.8% | +1.3% | -13.3% |
| 1Y | -47.1% | -15.1% | -32.0% | -45.0% |
| 3Y | +140.3% | -23.2% | +163.5% | +155.6% |
| 5Y | +49.5% | -42.6% | +92.1% | +83.6% |
| All | +536.9% | -39.0% | +575.9% | +629.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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