+216.0%
GLD vs MSTR
+742.5%
-526.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -0.5% | +12.2% | -12.7% | -0.8% |
| 30D | +4.4% | +45.2% | -40.8% | +3.5% |
| 3M | -1.1% | +10.4% | -11.5% | -1.5% |
| 6M | -13.8% | -2.5% | -11.3% | -14.0% |
| YTD | +2.6% | -6.0% | +8.7% | +2.2% |
| 1Y | +24.5% | -56.4% | +80.9% | +25.1% |
| 3Y | +125.8% | +306.3% | -180.4% | +119.6% |
| 5Y | +137.8% | +100.5% | +37.3% | +129.7% |
| All | +216.0% | +742.5% | -526.5% | +210.7% |
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 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