+75.1%
MSTR vs GFS
-13.5%
+88.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -5.3% |
| 7D | -4.0% | -3.1% | -0.8% | -2.7% |
| 30D | -18.6% | -16.0% | -2.6% | -10.9% |
| 3M | +25.6% | -24.7% | +50.3% | +44.6% |
| 6M | -33.1% | -45.1% | +12.1% | -12.8% |
| YTD | -17.3% | +16.5% | -33.8% | -35.9% |
| 1Y | -48.1% | +19.3% | -67.4% | -60.4% |
| 3Y | +154.2% | -20.0% | +174.2% | +130.3% |
| 5Y | +46.2% | -32.0% | +78.2% | +34.1% |
| All | +75.1% | -13.5% | +88.6% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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