+554.5%
MSTR vs GD
+185.2%
+369.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -3.8% |
| 7D | -4.0% | -3.0% | -0.9% | -2.3% |
| 30D | -18.6% | +9.3% | -27.9% | -23.0% |
| 3M | +25.6% | -7.2% | +32.8% | +29.9% |
| 6M | -33.1% | +5.5% | -38.5% | -36.0% |
| YTD | -17.3% | +9.5% | -26.8% | -22.6% |
| 1Y | -48.1% | +6.4% | -54.5% | -50.6% |
| 3Y | +154.2% | +59.8% | +94.3% | +89.3% |
| 5Y | +46.2% | +98.0% | -51.8% | -0.2% |
| 10Y | +554.5% | +177.4% | +377.1% | +315.6% |
| All | +554.5% | +185.2% | +369.4% | +315.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling