+120.4%
MSTR vs WU
-50.7%
+171.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | +12.2% | -0.8% | +13.0% | +12.5% |
| 30D | +45.2% | -1.1% | +46.3% | +45.5% |
| 3M | +10.4% | -3.9% | +14.2% | +10.0% |
| 6M | -2.5% | -20.7% | +18.2% | +8.2% |
| YTD | -6.0% | -18.4% | +12.3% | +1.8% |
| 1Y | -56.4% | -8.1% | -48.3% | -56.6% |
| 3Y | +306.3% | -24.2% | +330.4% | +340.3% |
| All | +120.4% | -50.7% | +171.0% | +250.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling