+356.1%
GLW vs MSTR
+152.0%
+204.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.6% | +11.8% | +9.5% |
| 7D | -5.9% | -4.0% | -1.9% | -5.4% |
| 30D | -26.0% | -18.6% | -7.4% | -24.4% |
| 3M | -29.9% | +25.6% | -55.5% | -31.8% |
| 6M | -37.8% | -33.1% | -4.7% | -36.0% |
| YTD | +33.1% | -17.3% | +50.5% | +33.0% |
| 1Y | +36.8% | -48.1% | +84.9% | +41.4% |
| 3Y | +356.1% | +154.2% | +201.9% | +334.0% |
| All | +356.1% | +152.0% | +204.0% | +334.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling