-40.4%
MSTR vs GEV
+615.2%
-655.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.8% | -7.1% |
| 7D | -11.5% | +6.2% | -17.7% | -14.1% |
| 30D | -24.8% | -18.4% | -6.4% | -18.2% |
| 3M | +20.6% | -21.2% | +41.9% | +32.7% |
| 6M | -38.0% | -23.6% | -14.4% | -32.2% |
| YTD | -24.7% | +25.5% | -50.2% | -36.3% |
| 1Y | -49.1% | +42.6% | -91.7% | -60.5% |
| All | -40.4% | +615.2% | -655.5% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling