+154.2%
MSTR vs GFS
-23.4%
+177.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -4.6% |
| 7D | -4.0% | -3.1% | -0.8% | -3.0% |
| 30D | -18.6% | -16.0% | -2.6% | -12.9% |
| 3M | +25.6% | -24.7% | +50.3% | +39.6% |
| 6M | -33.1% | -45.1% | +12.1% | -18.4% |
| YTD | -17.3% | +16.5% | -33.8% | -32.2% |
| 1Y | -48.1% | +19.3% | -67.4% | -57.9% |
| 3Y | +154.2% | -20.0% | +174.2% | +138.6% |
| All | +154.2% | -23.4% | +177.6% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling