+100.5%
WMT vs MSTR
+287.4%
-186.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.9% |
| 7D | +0.1% | +9.3% | -9.2% | -0.1% |
| 30D | -5.0% | +36.5% | -41.5% | -5.8% |
| 3M | -11.3% | +7.3% | -18.6% | -11.6% |
| 6M | -13.8% | +2.2% | -16.0% | -14.1% |
| YTD | -4.2% | -10.2% | +5.9% | -4.5% |
| 1Y | +4.6% | -58.6% | +63.2% | +6.7% |
| 3Y | +100.5% | +283.2% | -182.7% | +79.7% |
| All | +100.5% | +287.4% | -186.9% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling