+180.5%
MSTR vs WU
-21.7%
+202.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | -1.2% | +11.7% | -12.9% | -5.0% |
| 30D | -15.9% | +12.6% | -28.5% | -19.5% |
| 3M | +33.1% | -0.5% | +33.6% | +32.5% |
| 6M | -31.0% | -18.2% | -12.8% | -26.6% |
| YTD | -15.1% | -19.0% | +3.8% | -9.8% |
| 1Y | -45.6% | -16.7% | -29.0% | -42.9% |
| 3Y | +180.5% | -21.0% | +201.5% | +192.6% |
| All | +180.5% | -21.7% | +202.2% | +192.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling