+307.7%
GLW vs MSTR
+179.7%
+128.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | -13.9% | -1.2% | -12.7% | -13.8% |
| 30D | -35.0% | -15.9% | -19.1% | -33.8% |
| 3M | -32.4% | +33.1% | -65.5% | -34.5% |
| 6M | -41.3% | -31.0% | -10.4% | -39.8% |
| YTD | +21.8% | -15.1% | +37.0% | +21.4% |
| 1Y | +21.8% | -45.6% | +67.5% | +25.4% |
| 3Y | +307.7% | +180.5% | +127.2% | +288.6% |
| All | +307.7% | +179.7% | +128.0% | +288.6% |
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