+233.4%
GLW vs MSTR
+37.6%
+195.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -2.9% |
| 7D | -11.1% | -10.7% | -0.4% | -9.9% |
| 30D | -28.4% | -21.6% | -6.9% | -26.5% |
| 3M | -28.8% | +24.4% | -53.2% | -31.0% |
| 6M | -39.8% | -35.5% | -4.4% | -37.6% |
| YTD | +28.7% | -20.3% | +49.1% | +29.0% |
| 1Y | +27.7% | -49.3% | +77.0% | +33.7% |
| 3Y | +331.3% | +137.8% | +193.6% | +249.7% |
| 5Y | +233.4% | +48.3% | +185.1% | +149.1% |
| All | +233.4% | +37.6% | +195.9% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling