-28.9%
MSTR vs GEV
+748.2%
-777.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -5.9% |
| 7D | +9.3% | +8.1% | +1.2% | +5.4% |
| 30D | +36.5% | -1.9% | +38.4% | +37.3% |
| 3M | +7.3% | +4.1% | +3.3% | +2.3% |
| 6M | +2.2% | +23.2% | -21.0% | -10.6% |
| YTD | -10.2% | +48.9% | -59.0% | -28.8% |
| 1Y | -58.6% | +62.2% | -120.8% | -69.4% |
| All | -28.9% | +748.2% | -777.1% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling