-56.4%
MSTR vs GEV
+62.5%
-119.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | +3.3% | +8.9% | +11.0% |
| 30D | +45.2% | -7.5% | +52.6% | +48.8% |
| 3M | +10.4% | -2.2% | +12.6% | +8.5% |
| 6M | -2.5% | +12.1% | -14.6% | -8.0% |
| YTD | -6.0% | +44.4% | -50.4% | -16.7% |
| 1Y | -56.4% | +57.7% | -114.1% | -61.6% |
| All | -56.4% | +62.5% | -119.0% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 1y: compounded portfolio wealth divided by compounded GEV 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…
1y analysis · Full analysis span regression · 6 months rolling