+1,252.0%
MSTR vs WY
+217.2%
+1,034.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | +12.2% | -1.7% | +13.9% | +12.9% |
| 30D | +45.2% | -10.1% | +55.3% | +52.0% |
| 3M | +10.4% | -5.1% | +15.5% | +11.7% |
| 6M | -2.5% | -4.8% | +2.3% | -1.7% |
| YTD | -6.0% | -0.2% | -5.8% | -7.8% |
| 1Y | -56.4% | -6.6% | -49.8% | -56.1% |
| 3Y | +306.3% | -22.7% | +329.0% | +345.6% |
| 5Y | +100.5% | -22.2% | +122.7% | +129.8% |
| 10Y | +741.1% | +7.3% | +733.8% | +694.5% |
| All | +1,252.0% | +217.2% | +1,034.8% | +607.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling