+554.5%
MSTR vs GAP
+20.3%
+534.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.5% |
| 7D | -4.0% | 0.0% | -4.0% | -3.9% |
| 30D | -18.6% | -4.3% | -14.3% | -17.7% |
| 3M | +25.6% | +9.4% | +16.2% | +21.3% |
| 6M | -33.1% | -3.3% | -29.8% | -33.9% |
| YTD | -17.3% | -10.5% | -6.8% | -16.9% |
| 1Y | -48.1% | -2.4% | -45.7% | -49.3% |
| 3Y | +154.2% | +80.1% | +74.1% | +96.4% |
| 5Y | +46.2% | +6.5% | +39.8% | +17.3% |
| 10Y | +554.5% | +14.6% | +539.9% | +365.2% |
| All | +554.5% | +20.3% | +534.2% | +365.2% |
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