+122.4%
GLW vs MSTR
-59.9%
+182.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.7% |
| 7D | +7.8% | -8.3% | +16.1% | +9.4% |
| 30D | -0.4% | +38.1% | -38.5% | -7.3% |
| 3M | -5.6% | +9.0% | -14.6% | -8.2% |
| 6M | +26.7% | -5.3% | +32.0% | +26.6% |
| YTD | +91.0% | -13.8% | +104.9% | +89.3% |
| 1Y | +122.4% | -59.8% | +182.2% | +159.0% |
| All | +122.4% | -59.9% | +182.3% | +159.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling