+49.9%
MSTR vs WU
-42.0%
+91.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.7% |
| 7D | -1.2% | +11.7% | -12.9% | -6.8% |
| 30D | -15.9% | +12.6% | -28.5% | -21.1% |
| 3M | +33.1% | -0.5% | +33.6% | +32.0% |
| 6M | -31.0% | -18.2% | -12.8% | -25.3% |
| YTD | -15.1% | -19.0% | +3.8% | -8.5% |
| 1Y | -45.6% | -16.7% | -29.0% | -42.4% |
| 3Y | +180.5% | -21.0% | +201.5% | +193.5% |
| All | +49.9% | -42.0% | +91.9% | +106.2% |
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 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