+121.1%
MSTR vs WY
-23.6%
+144.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -3.2% |
| 7D | -13.4% | -0.8% | -12.6% | -13.1% |
| 30D | -22.1% | +10.1% | -32.2% | -25.7% |
| 3M | +15.0% | -15.4% | +30.3% | +24.2% |
| 6M | -37.3% | -8.3% | -29.0% | -36.4% |
| YTD | -26.5% | -9.8% | -16.7% | -26.2% |
| 1Y | -46.5% | -3.9% | -42.6% | -49.0% |
| 3Y | +121.1% | -23.3% | +144.4% | +194.6% |
| All | +121.1% | -23.6% | +144.7% | +194.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling