+287.2%
MSTR vs GFI
+304.2%
-17.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +7.7% | +4.7% | +3.0% | +6.9% |
| 30D | +36.3% | +14.4% | +21.9% | +33.5% |
| 3M | +13.4% | +32.5% | -19.1% | +8.2% |
| 6M | -4.5% | -7.2% | +2.7% | -4.9% |
| YTD | -12.7% | +10.9% | -23.5% | -14.3% |
| 1Y | -59.6% | +35.5% | -95.1% | -61.0% |
| All | +287.2% | +304.2% | -17.0% | +274.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling