+342.1%
GLW vs MSTR
+104.3%
+237.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.8% |
| 7D | +3.8% | +12.2% | -8.4% | +2.3% |
| 30D | -1.3% | +45.2% | -46.5% | -5.8% |
| 3M | -21.8% | +10.4% | -32.2% | -23.3% |
| 6M | +6.9% | -2.5% | +9.4% | +5.9% |
| YTD | +77.2% | -6.0% | +83.2% | +74.6% |
| 1Y | +123.2% | -56.4% | +179.7% | +136.8% |
| 3Y | +400.0% | +306.3% | +93.7% | +277.5% |
| All | +342.1% | +104.3% | +237.8% | +221.1% |
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