+40.4%
MSTR vs GAP
+2.1%
+38.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -13.4% | -1.9% | -11.5% | -12.8% |
| 30D | -22.1% | -7.1% | -15.0% | -19.9% |
| 3M | +15.0% | +4.1% | +10.9% | +11.5% |
| 6M | -37.3% | +1.9% | -39.2% | -39.9% |
| YTD | -26.5% | -15.2% | -11.3% | -24.7% |
| 1Y | -46.5% | -10.6% | -35.8% | -46.8% |
| 3Y | +121.1% | +74.6% | +46.5% | +34.3% |
| All | +40.4% | +2.1% | +38.3% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling