-10.2%
GLD vs MSTR
-31.8%
+21.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.3% | +10.1% | +2.1% |
| 7D | +1.9% | -8.7% | +10.6% | +3.1% |
| 30D | -1.8% | -21.4% | +19.6% | +1.3% |
| 3M | -3.6% | +31.4% | -35.1% | -9.1% |
| 6M | -10.2% | -30.8% | +20.6% | -7.4% |
| All | -10.2% | -31.8% | +21.6% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling