+554.5%
MSTR vs GE
+165.1%
+389.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -4.4% |
| 7D | -4.0% | +6.3% | -10.2% | -6.6% |
| 30D | -18.6% | +8.9% | -27.5% | -22.0% |
| 3M | +25.6% | -9.2% | +34.8% | +30.2% |
| 6M | -33.1% | +13.2% | -46.3% | -38.0% |
| YTD | -17.3% | +9.4% | -26.7% | -22.6% |
| 1Y | -48.1% | +9.8% | -57.9% | -51.5% |
| 3Y | +154.2% | +278.2% | -124.0% | +36.2% |
| 5Y | +46.2% | +396.0% | -349.8% | -31.4% |
| 10Y | +554.5% | +162.4% | +392.2% | +195.1% |
| All | +554.5% | +165.1% | +389.4% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 10y: compounded portfolio wealth divided by compounded GE 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…
10y analysis · Full analysis span regression · 6 months rolling