+133.9%
WMT vs MSTR
+140.2%
-6.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | 0.0% |
| 7D | +0.6% | -10.7% | +11.3% | +0.8% |
| 30D | +12.8% | -21.6% | +34.3% | +13.3% |
| 3M | +11.7% | +24.4% | -12.7% | +10.8% |
| 6M | -3.5% | -35.5% | +31.9% | -2.6% |
| YTD | +13.4% | -20.3% | +33.7% | +13.2% |
| 1Y | +23.6% | -49.3% | +72.9% | +25.0% |
| 3Y | +133.9% | +137.8% | -3.9% | +118.1% |
| All | +133.9% | +140.2% | -6.3% | +118.1% |
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