-36.2%
MSTR vs GEV
+606.2%
-642.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.4% |
| 7D | -14.2% | -3.0% | -11.2% | -13.0% |
| 30D | -19.9% | -18.9% | -1.0% | -12.6% |
| 3M | +27.3% | -20.1% | +47.4% | +39.0% |
| 6M | -37.6% | -24.6% | -13.0% | -31.3% |
| YTD | -19.5% | +24.0% | -43.4% | -31.5% |
| 1Y | -47.1% | +40.6% | -87.8% | -58.8% |
| All | -36.2% | +606.2% | -642.4% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling