+1,281.2%
GLW vs MSTR
+1,516.3%
-235.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.3% | -3.6% | -11.4% |
| 7D | -19.7% | -8.7% | -11.0% | -18.5% |
| 30D | -38.8% | -21.4% | -17.4% | -36.4% |
| 3M | -33.9% | +31.4% | -65.3% | -37.4% |
| 6M | -36.0% | -30.8% | -5.2% | -33.5% |
| YTD | +18.7% | -14.9% | +33.7% | +17.5% |
| 1Y | +19.8% | -49.3% | +69.1% | +28.1% |
| 3Y | +294.3% | +184.8% | +109.5% | +175.2% |
| 5Y | +205.7% | +62.1% | +143.6% | +105.8% |
| 10Y | +493.8% | +580.0% | -86.2% | +168.7% |
| All | +1,281.2% | +1,516.3% | -235.1% | +279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling