+304.5%
MSTR vs GFS
-17.0%
+321.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.0% |
| 7D | +12.2% | +1.0% | +11.2% | +11.8% |
| 30D | +45.2% | -8.6% | +53.8% | +49.7% |
| 3M | +10.4% | -46.5% | +56.9% | +39.5% |
| 6M | -2.5% | -4.8% | +2.3% | -8.0% |
| YTD | -6.0% | +29.7% | -35.7% | -25.2% |
| 1Y | -56.4% | +35.8% | -92.2% | -66.1% |
| All | +304.5% | -17.0% | +321.5% | +272.2% |
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