+1,249.5%
MSTR vs GD
+2,794.8%
-1,545.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +6.1% |
| 7D | -1.8% | +3.0% | -4.8% | -3.1% |
| 30D | -13.3% | +10.5% | -23.8% | -17.0% |
| 3M | +46.0% | -5.0% | +50.9% | +48.0% |
| 6M | -22.4% | +5.5% | -27.9% | -24.8% |
| YTD | -6.2% | +10.3% | -16.5% | -10.6% |
| 1Y | -42.3% | +8.2% | -50.4% | -44.6% |
| 3Y | +214.0% | +59.0% | +155.0% | +157.3% |
| 5Y | +78.2% | +104.3% | -26.1% | +35.3% |
| 10Y | +649.6% | +202.4% | +447.1% | +381.9% |
| All | +1,249.5% | +2,794.8% | -1,545.3% | +522.7% |
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