+677.4%
MSTR vs WY
+5.8%
+671.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +7.7% | -1.7% | +9.4% | +8.7% |
| 30D | +36.3% | -9.9% | +46.2% | +44.1% |
| 3M | +13.4% | -7.5% | +20.9% | +16.9% |
| 6M | -4.5% | -5.1% | +0.6% | -3.4% |
| YTD | -12.7% | -2.1% | -10.6% | -14.2% |
| 1Y | -59.6% | -7.3% | -52.3% | -59.2% |
| 3Y | +272.5% | -22.6% | +295.1% | +317.3% |
| 5Y | +107.1% | -19.8% | +126.9% | +142.5% |
| 10Y | +677.4% | +9.6% | +667.8% | +721.3% |
| All | +677.4% | +5.8% | +671.6% | +721.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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