+542.4%
GLW vs MSTR
+568.7%
-26.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.6% | +11.8% | +9.6% |
| 7D | -5.9% | -4.0% | -1.9% | -5.4% |
| 30D | -26.0% | -18.6% | -7.4% | -24.2% |
| 3M | -29.9% | +25.6% | -55.5% | -32.2% |
| 6M | -37.8% | -33.1% | -4.7% | -35.7% |
| YTD | +33.1% | -17.3% | +50.5% | +32.8% |
| 1Y | +36.8% | -48.1% | +84.9% | +43.3% |
| 3Y | +356.1% | +154.2% | +201.9% | +260.5% |
| 5Y | +243.8% | +46.2% | +197.6% | +163.5% |
| 10Y | +542.4% | +554.5% | -12.1% | +147.7% |
| All | +542.4% | +568.7% | -26.3% | +147.7% |
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