-59.8%
MSTR vs GFI
+26.4%
-86.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.4% |
| 7D | -8.3% | -4.9% | -3.4% | -6.5% |
| 30D | +38.1% | +10.7% | +27.4% | +34.6% |
| 3M | +9.0% | +25.6% | -16.6% | +1.9% |
| 6M | -5.3% | -8.3% | +2.9% | -5.2% |
| YTD | -13.8% | +6.3% | -20.1% | -15.7% |
| 1Y | -59.8% | +22.1% | -81.9% | -63.1% |
| All | -59.8% | +26.4% | -86.3% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling