+108.8%
MSTR vs GFI
+515.1%
-406.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.5% |
| 7D | -11.2% | -5.1% | -6.1% | -10.3% |
| 30D | +33.8% | +13.4% | +20.4% | +31.3% |
| 3M | +11.5% | +36.2% | -24.8% | +5.9% |
| 6M | -7.2% | -9.8% | +2.7% | -6.3% |
| YTD | -15.4% | +7.7% | -23.1% | -16.8% |
| 1Y | -60.6% | +27.2% | -87.8% | -62.3% |
| 3Y | +260.8% | +300.3% | -39.5% | +185.2% |
| 5Y | +108.8% | +539.8% | -430.9% | +33.6% |
| All | +108.8% | +515.1% | -406.3% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling