+433.7%
WMT vs MSTR
+675.4%
-241.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.1% |
| 7D | -0.2% | +7.7% | -8.0% | -0.6% |
| 30D | -5.8% | +36.3% | -42.2% | -7.1% |
| 3M | -10.8% | +13.4% | -24.2% | -11.5% |
| 6M | -14.3% | -4.5% | -9.8% | -14.7% |
| YTD | -4.4% | -12.7% | +8.3% | -4.8% |
| 1Y | +4.3% | -59.6% | +63.9% | +6.9% |
| 3Y | +100.1% | +272.5% | -172.4% | +80.1% |
| 5Y | +130.8% | +107.1% | +23.7% | +105.1% |
| 10Y | +433.7% | +677.4% | -243.7% | +278.2% |
| All | +433.7% | +675.4% | -241.7% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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