+181.3%
MSTR vs GD
+55.3%
+126.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.2% |
| 7D | -8.7% | -3.9% | -4.8% | -7.0% |
| 30D | -21.4% | +8.1% | -29.5% | -24.8% |
| 3M | +31.4% | -6.8% | +38.2% | +35.4% |
| 6M | -30.8% | +3.0% | -33.8% | -33.0% |
| YTD | -14.9% | +7.8% | -22.7% | -19.0% |
| 1Y | -49.3% | +5.8% | -55.1% | -51.2% |
| All | +181.3% | +55.3% | +126.0% | +136.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling