+10,251.0%
MSTR vs WYNN
+1,203.4%
+9,047.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.2% |
| 7D | +7.7% | -1.4% | +9.1% | +8.2% |
| 30D | +36.3% | -11.8% | +48.1% | +41.0% |
| 3M | +13.4% | -15.8% | +29.2% | +18.8% |
| 6M | -4.5% | -10.7% | +6.2% | -1.9% |
| YTD | -12.7% | -24.5% | +11.8% | -5.8% |
| 1Y | -59.6% | -25.0% | -34.6% | -56.4% |
| 3Y | +272.5% | -1.8% | +274.2% | +271.2% |
| 5Y | +107.1% | -10.0% | +117.2% | +112.5% |
| 10Y | +677.4% | +3.2% | +674.2% | +577.9% |
| All | +10,251.0% | +1,203.4% | +9,047.6% | +3,645.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling