+481.0%
MSTR vs WU
-38.9%
+519.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -3.0% |
| 7D | -13.4% | -2.0% | -11.4% | -12.7% |
| 30D | -22.1% | +11.4% | -33.5% | -26.0% |
| 3M | +15.0% | -6.8% | +21.8% | +17.4% |
| 6M | -37.3% | -14.6% | -22.7% | -34.4% |
| YTD | -26.5% | -20.6% | -5.9% | -21.0% |
| 1Y | -46.5% | -15.4% | -31.1% | -44.2% |
| 3Y | +121.1% | -23.6% | +144.7% | +135.8% |
| 5Y | +37.5% | -43.4% | +80.9% | +69.7% |
| All | +481.0% | -38.9% | +519.9% | +564.9% |
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