+1,120.6%
MSTR vs GE
+352.0%
+768.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.7% |
| 7D | -1.2% | +7.1% | -8.3% | -4.5% |
| 30D | -15.9% | +6.5% | -22.4% | -18.7% |
| 3M | +33.1% | -13.6% | +46.7% | +42.0% |
| 6M | -31.0% | +6.0% | -37.0% | -34.1% |
| YTD | -15.1% | +5.4% | -20.5% | -19.3% |
| 1Y | -45.6% | +6.5% | -52.1% | -48.6% |
| 3Y | +180.5% | +268.6% | -88.1% | +42.1% |
| 5Y | +61.7% | +389.0% | -327.4% | -26.4% |
| 10Y | +578.0% | +163.3% | +414.7% | +261.2% |
| All | +1,120.6% | +352.0% | +768.6% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling