-59.8%
MSTR vs WYNN
-28.3%
-31.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -8.3% | -4.2% | -4.1% | -6.8% |
| 30D | +38.1% | -14.6% | +52.7% | +46.8% |
| 3M | +9.0% | -18.4% | +27.4% | +18.6% |
| 6M | -5.3% | -11.9% | +6.6% | -1.4% |
| YTD | -13.8% | -26.6% | +12.8% | -1.9% |
| 1Y | -59.8% | -28.5% | -31.3% | -53.4% |
| All | -59.8% | -28.3% | -31.5% | -53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling