+769.5%
GLW vs MSTR
+739.0%
+30.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.8% |
| 7D | +3.8% | +12.2% | -8.4% | +2.2% |
| 30D | -1.3% | +45.2% | -46.5% | -6.0% |
| 3M | -21.8% | +10.4% | -32.2% | -23.4% |
| 6M | +6.9% | -2.5% | +9.4% | +5.8% |
| YTD | +77.2% | -6.0% | +83.2% | +74.5% |
| 1Y | +123.2% | -56.4% | +179.7% | +137.9% |
| 3Y | +400.0% | +306.3% | +93.7% | +273.3% |
| 5Y | +342.8% | +100.5% | +242.3% | +226.7% |
| All | +769.5% | +739.0% | +30.5% | +240.1% |
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