+21.8%
GLW vs MSTR
-48.9%
+70.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -13.9% | -1.2% | -12.7% | -13.6% |
| 30D | -35.0% | -15.9% | -19.1% | -32.8% |
| 3M | -32.4% | +33.1% | -65.5% | -36.3% |
| 6M | -41.3% | -31.0% | -10.4% | -37.0% |
| YTD | +21.8% | -15.1% | +37.0% | +20.4% |
| 1Y | +21.8% | -45.6% | +67.5% | +30.4% |
| All | +21.8% | -48.9% | +70.7% | +30.4% |
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