+1,046.2%
MSTR vs WY
+184.2%
+862.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.6% |
| 7D | -10.7% | +0.2% | -10.9% | -10.8% |
| 30D | -21.6% | +8.0% | -29.6% | -24.5% |
| 3M | +24.4% | -17.7% | +42.1% | +34.0% |
| 6M | -35.5% | -10.8% | -24.7% | -33.7% |
| YTD | -20.3% | -10.6% | -9.7% | -18.8% |
| 1Y | -49.3% | -5.7% | -43.6% | -49.7% |
| 3Y | +137.8% | -24.8% | +162.6% | +162.0% |
| 5Y | +48.3% | -31.7% | +80.0% | +78.1% |
| 10Y | +526.8% | +2.9% | +523.9% | +501.2% |
| All | +1,046.2% | +184.2% | +862.0% | +523.3% |
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 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