-34.6%
MSTR vs GEV
+624.6%
-659.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.1% | -9.7% | -5.8% |
| 7D | -4.0% | -3.8% | -0.1% | -2.9% |
| 30D | -18.6% | -17.4% | -1.2% | -11.9% |
| 3M | +25.6% | -16.2% | +41.8% | +34.0% |
| 6M | -33.1% | -20.2% | -12.9% | -28.3% |
| YTD | -17.3% | +27.2% | -44.6% | -30.5% |
| 1Y | -48.1% | +44.6% | -92.6% | -60.0% |
| All | -34.6% | +624.6% | -659.2% | -80.4% |
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