+1,120.6%
MSTR vs GAP
+42.5%
+1,078.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +0.9% |
| 7D | -1.2% | -3.8% | +2.6% | 0.0% |
| 30D | -15.9% | -9.0% | -6.9% | -13.6% |
| 3M | +33.1% | +5.5% | +27.7% | +29.6% |
| 6M | -31.0% | -11.1% | -19.9% | -30.2% |
| YTD | -15.1% | -13.6% | -1.6% | -13.9% |
| 1Y | -45.6% | -2.9% | -42.8% | -47.0% |
| 3Y | +180.5% | +69.6% | +110.9% | +114.4% |
| 5Y | +61.7% | +5.4% | +56.3% | +37.3% |
| 10Y | +578.0% | +17.8% | +560.2% | +360.0% |
| All | +1,120.6% | +42.5% | +1,078.1% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling