+526.0%
GLW vs MSTR
+461.5%
+64.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -4.0% |
| 7D | +7.7% | -13.4% | +21.2% | +9.6% |
| 30D | -18.8% | -22.1% | +3.2% | -16.4% |
| 3M | -27.7% | +15.0% | -42.7% | -29.4% |
| 6M | -44.4% | -37.3% | -7.1% | -42.2% |
| YTD | +31.3% | -26.5% | +57.8% | +32.8% |
| 1Y | +40.0% | -46.5% | +86.5% | +46.3% |
| 3Y | +339.2% | +121.1% | +218.2% | +253.0% |
| 5Y | +229.2% | +37.5% | +191.7% | +154.0% |
| All | +526.0% | +461.5% | +64.5% | +142.7% |
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