+626.2%
MSTR vs GEHC
+6.6%
+619.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -2.9% |
| 7D | +9.3% | -5.2% | +14.5% | +12.2% |
| 30D | +36.5% | -7.0% | +43.5% | +41.5% |
| 3M | +7.3% | +3.3% | +4.0% | +3.6% |
| 6M | +2.2% | -10.0% | +12.2% | +6.4% |
| YTD | -10.2% | -18.5% | +8.3% | -1.7% |
| 1Y | -58.6% | -14.4% | -44.2% | -56.3% |
| 3Y | +283.2% | +3.4% | +279.8% | +252.0% |
| All | +626.2% | +6.6% | +619.5% | +479.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling