+180.5%
MSTR vs GAP
+67.6%
+113.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +0.7% |
| 7D | -1.2% | -3.8% | +2.6% | -0.2% |
| 30D | -15.9% | -9.0% | -6.9% | -14.0% |
| 3M | +33.1% | +5.5% | +27.7% | +30.4% |
| 6M | -31.0% | -11.1% | -19.9% | -30.2% |
| YTD | -15.1% | -13.6% | -1.6% | -13.6% |
| 1Y | -45.6% | -2.9% | -42.8% | -46.6% |
| 3Y | +180.5% | +69.6% | +110.9% | +172.8% |
| All | +180.5% | +67.6% | +113.0% | +172.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling