+572.4%
MSTR vs GD
+192.5%
+379.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.0% |
| 7D | -8.7% | -3.9% | -4.8% | -6.7% |
| 30D | -21.4% | +8.1% | -29.5% | -25.1% |
| 3M | +31.4% | -6.8% | +38.2% | +35.6% |
| 6M | -30.8% | +3.0% | -33.8% | -32.9% |
| YTD | -14.9% | +7.8% | -22.7% | -19.6% |
| 1Y | -49.3% | +5.8% | -55.1% | -51.6% |
| 3Y | +184.8% | +55.3% | +129.5% | +115.9% |
| 5Y | +62.1% | +96.7% | -34.5% | +11.5% |
| All | +572.4% | +192.5% | +379.9% | +318.8% |
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