+180.5%
MSTR vs GEHC
+15.6%
+165.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | -1.2% | +7.6% | -8.8% | -4.3% |
| 30D | -15.9% | +27.5% | -43.4% | -24.8% |
| 3M | +33.1% | +17.2% | +15.9% | +23.7% |
| 6M | -31.0% | +33.6% | -64.6% | -40.9% |
| YTD | -15.1% | +0.6% | -15.8% | -16.0% |
| 1Y | -45.6% | +11.3% | -56.9% | -49.6% |
| 3Y | +180.5% | +16.5% | +164.0% | +182.9% |
| All | +180.5% | +15.6% | +165.0% | +182.9% |
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