+118.6%
GLD vs MSTR
+53.1%
+65.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | -1.2% | +5.9% | +4.7% |
| 30D | -0.9% | -15.9% | +15.0% | -0.4% |
| 3M | -4.4% | +33.1% | -37.5% | -5.3% |
| 6M | -13.6% | -31.0% | +17.4% | -13.2% |
| YTD | -6.0% | -15.1% | +9.1% | -6.3% |
| 1Y | +1.8% | -45.6% | +47.4% | +2.1% |
| 3Y | +103.2% | +180.5% | -77.3% | +95.1% |
| All | +118.6% | +53.1% | +65.4% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling