+521.9%
MSTR vs GAP
+7.3%
+514.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.6% |
| 7D | -14.2% | -9.3% | -4.8% | -11.8% |
| 30D | -19.9% | -5.5% | -14.4% | -18.7% |
| 3M | +27.3% | +3.5% | +23.8% | +25.0% |
| 6M | -37.6% | +0.7% | -38.2% | -39.0% |
| YTD | -19.5% | -13.4% | -6.1% | -18.4% |
| 1Y | -47.1% | -7.7% | -39.5% | -47.6% |
| 3Y | +140.3% | +74.4% | +65.9% | +87.2% |
| 5Y | +49.5% | +5.3% | +44.2% | +20.6% |
| 10Y | +521.9% | +4.7% | +517.2% | +346.4% |
| All | +521.9% | +7.3% | +514.5% | +346.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling