+1,252.0%
MSTR vs GFI
+1,585.8%
-333.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | +12.2% | +3.1% | +9.0% | +12.1% |
| 30D | +45.2% | +27.1% | +18.1% | +43.8% |
| 3M | +10.4% | +21.2% | -10.8% | +9.6% |
| 6M | -2.5% | -4.5% | +2.0% | -2.4% |
| YTD | -6.0% | +11.7% | -17.8% | -6.5% |
| 1Y | -56.4% | +46.0% | -102.5% | -57.0% |
| 3Y | +306.3% | +309.6% | -3.3% | +286.4% |
| 5Y | +100.5% | +506.0% | -405.6% | +87.9% |
| 10Y | +741.1% | +1,009.2% | -268.1% | +677.2% |
| All | +1,252.0% | +1,585.8% | -333.8% | +1,646.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling