+40.0%
GLW vs MSTR
-50.1%
+90.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.9% |
| 7D | +7.7% | -13.4% | +21.2% | +10.6% |
| 30D | -18.8% | -22.1% | +3.2% | -15.0% |
| 3M | -27.7% | +15.0% | -42.7% | -30.0% |
| 6M | -44.4% | -37.3% | -7.1% | -39.5% |
| YTD | +31.3% | -26.5% | +57.8% | +32.9% |
| 1Y | +40.0% | -46.5% | +86.5% | +49.0% |
| All | +40.0% | -50.1% | +90.2% | +49.0% |
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