+521.9%
MSTR vs WY
+3.1%
+518.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -14.2% | -5.1% | -9.1% | -11.8% |
| 30D | -19.9% | +9.0% | -28.9% | -24.0% |
| 3M | +27.3% | -16.7% | +44.0% | +38.9% |
| 6M | -37.6% | -10.3% | -27.3% | -35.7% |
| YTD | -19.5% | -10.5% | -9.0% | -17.9% |
| 1Y | -47.1% | -5.9% | -41.2% | -47.8% |
| 3Y | +140.3% | -24.7% | +165.0% | +170.6% |
| 5Y | +49.5% | -31.5% | +81.0% | +86.6% |
| 10Y | +521.9% | +4.7% | +517.1% | +580.6% |
| All | +521.9% | +3.1% | +518.7% | +580.6% |
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