+659.5%
MSTR vs GFI
+1,066.8%
-407.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.0% |
| 7D | -8.3% | -4.9% | -3.4% | -7.8% |
| 30D | +38.1% | +10.7% | +27.4% | +37.1% |
| 3M | +9.0% | +25.6% | -16.6% | +6.9% |
| 6M | -5.3% | -8.3% | +2.9% | -4.9% |
| YTD | -13.8% | +6.3% | -20.1% | -14.4% |
| 1Y | -59.8% | +22.1% | -81.9% | -60.6% |
| 3Y | +282.2% | +289.2% | -7.0% | +243.8% |
| 5Y | +112.8% | +531.7% | -418.9% | +84.7% |
| All | +659.5% | +1,066.8% | -407.4% | +579.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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