+1,252.0%
MSTR vs GD
+2,737.5%
-1,485.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | +12.2% | -5.3% | +17.4% | +14.6% |
| 30D | +45.2% | -6.4% | +51.6% | +48.8% |
| 3M | +10.4% | +5.7% | +4.7% | +7.4% |
| 6M | -2.5% | -0.9% | -1.5% | -2.8% |
| YTD | -6.0% | +8.2% | -14.2% | -9.4% |
| 1Y | -56.4% | +13.4% | -69.8% | -58.7% |
| 3Y | +306.3% | +68.5% | +237.8% | +226.1% |
| 5Y | +100.5% | +97.2% | +3.3% | +55.0% |
| 10Y | +741.1% | +190.2% | +550.9% | +451.4% |
| All | +1,252.0% | +2,737.5% | -1,485.6% | +531.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling