+304.5%
MSTR vs GEHC
+1.7%
+302.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | +12.2% | -4.0% | +16.2% | +14.2% |
| 30D | +45.2% | -2.0% | +47.1% | +46.4% |
| 3M | +10.4% | +8.0% | +2.4% | +4.6% |
| 6M | -2.5% | -12.8% | +10.3% | +3.5% |
| YTD | -6.0% | -15.9% | +9.9% | +1.0% |
| 1Y | -56.4% | -6.9% | -49.5% | -56.1% |
| All | +304.5% | +1.7% | +302.8% | +307.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling