+554.5%
MSTR vs WU
-36.4%
+591.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -4.0% | +9.1% | -13.0% | -7.9% |
| 30D | -18.6% | +12.1% | -30.7% | -22.9% |
| 3M | +25.6% | +0.3% | +25.2% | +24.2% |
| 6M | -33.1% | -19.1% | -13.9% | -28.0% |
| YTD | -17.3% | -19.2% | +1.9% | -11.7% |
| 1Y | -48.1% | -15.3% | -32.8% | -45.9% |
| 3Y | +154.2% | -21.3% | +175.5% | +167.7% |
| 5Y | +46.2% | -41.7% | +87.9% | +78.2% |
| 10Y | +554.5% | -36.0% | +590.5% | +631.2% |
| All | +554.5% | -36.4% | +591.0% | +631.2% |
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