+113.8%
MSTR vs WY
-21.5%
+135.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.1% |
| 7D | +9.3% | -2.1% | +11.4% | +11.3% |
| 30D | +36.5% | -10.5% | +47.0% | +50.4% |
| 3M | +7.3% | -4.9% | +12.2% | +9.2% |
| 6M | +2.2% | -4.9% | +7.2% | +3.1% |
| YTD | -10.2% | -1.7% | -8.5% | -14.6% |
| 1Y | -58.6% | -9.4% | -49.2% | -57.4% |
| 3Y | +283.2% | -22.3% | +305.5% | +354.5% |
| 5Y | +113.8% | -20.5% | +134.3% | +202.9% |
| All | +113.8% | -21.5% | +135.3% | +202.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling