-37.6%
MSTR vs GFS
-42.9%
+5.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | -0.3% |
| 7D | -14.2% | +6.2% | -20.4% | -15.4% |
| 30D | -19.9% | -11.4% | -8.5% | -17.7% |
| 3M | +27.3% | -15.5% | +42.8% | +30.4% |
| 6M | -37.6% | -42.6% | +5.1% | -35.7% |
| All | -37.6% | -42.9% | +5.3% | -35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling