-49.3%
MSTR vs GD
+6.0%
-55.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.5% |
| 7D | -8.7% | -3.9% | -4.8% | -7.6% |
| 30D | -21.4% | +8.1% | -29.5% | -24.1% |
| 3M | +31.4% | -6.8% | +38.2% | +34.8% |
| 6M | -30.8% | +3.0% | -33.8% | -33.3% |
| YTD | -14.9% | +7.8% | -22.7% | -17.7% |
| 1Y | -49.3% | +5.8% | -55.1% | -49.8% |
| All | -49.3% | +6.0% | -55.3% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling