-49.1%
MSTR vs GAP
-9.8%
-39.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -6.3% |
| 7D | -11.5% | -5.2% | -6.3% | -10.9% |
| 30D | -24.8% | -6.9% | -17.9% | -24.1% |
| 3M | +20.6% | +5.7% | +14.9% | +19.9% |
| 6M | -38.0% | +0.9% | -38.9% | -39.4% |
| YTD | -24.7% | -14.5% | -10.2% | -19.9% |
| 1Y | -49.1% | -12.1% | -37.0% | -45.1% |
| All | -49.1% | -9.8% | -39.2% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling