+210.1%
MSTR vs GD
+59.0%
+151.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +6.3% |
| 7D | -1.8% | +3.0% | -4.8% | -3.4% |
| 30D | -13.3% | +10.5% | -23.8% | -17.9% |
| 3M | +46.0% | -5.0% | +50.9% | +48.9% |
| 6M | -22.4% | +5.5% | -27.9% | -25.8% |
| YTD | -6.2% | +10.3% | -16.5% | -11.8% |
| 1Y | -42.3% | +8.2% | -50.4% | -45.1% |
| All | +210.1% | +59.0% | +151.1% | +157.3% |
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