+1,329.0%
MSTR vs WU
-19.6%
+1,348.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 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% | +10.3% |
| 6M | -2.5% | -20.7% | +18.2% | +6.0% |
| YTD | -6.0% | -18.4% | +12.3% | +0.3% |
| 1Y | -56.4% | -8.1% | -48.3% | -56.3% |
| 3Y | +306.3% | -24.2% | +330.4% | +337.5% |
| 5Y | +100.5% | -50.4% | +150.9% | +160.0% |
| 10Y | +741.1% | -40.0% | +781.1% | +857.5% |
| All | +1,329.0% | -19.6% | +1,348.6% | +1,233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling