+659.5%
MSTR vs WYNN
+1.1%
+658.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -8.3% | -4.2% | -4.1% | -6.7% |
| 30D | +38.1% | -14.6% | +52.7% | +46.5% |
| 3M | +9.0% | -18.4% | +27.4% | +17.6% |
| 6M | -5.3% | -11.9% | +6.6% | -1.4% |
| YTD | -13.8% | -26.6% | +12.8% | -3.5% |
| 1Y | -59.8% | -28.5% | -31.3% | -54.7% |
| 3Y | +282.2% | -5.1% | +287.3% | +281.1% |
| 5Y | +112.8% | -10.5% | +123.3% | +109.0% |
| All | +659.5% | +1.1% | +658.3% | +551.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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