+493.7%
MSTR vs GEHC
+32.6%
+461.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.9% | -3.2% |
| 7D | -13.4% | +0.8% | -14.2% | -13.8% |
| 30D | -22.1% | +21.3% | -43.4% | -29.3% |
| 3M | +15.0% | +12.6% | +2.4% | +8.2% |
| 6M | -37.3% | +34.3% | -71.6% | -47.2% |
| YTD | -26.5% | +1.4% | -28.0% | -28.0% |
| 1Y | -46.5% | +12.5% | -58.9% | -51.1% |
| 3Y | +121.1% | +19.2% | +101.9% | +91.9% |
| All | +493.7% | +32.6% | +461.1% | +324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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