+113.8%
MSTR vs GAP
+9.4%
+104.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | +9.3% | +1.7% | +7.6% | +8.7% |
| 30D | +36.5% | +9.3% | +27.2% | +30.1% |
| 3M | +7.3% | +6.1% | +1.2% | +3.2% |
| 6M | +2.2% | -2.3% | +4.5% | -0.3% |
| YTD | -10.2% | -10.6% | +0.4% | -9.6% |
| 1Y | -58.6% | -4.4% | -54.2% | -60.0% |
| 3Y | +283.2% | +118.3% | +164.9% | +109.0% |
| 5Y | +113.8% | +12.2% | +101.6% | +20.9% |
| All | +113.8% | +9.4% | +104.4% | +20.9% |
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