+853.6%
MSTR vs GH
+472.2%
+381.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -4.4% |
| 7D | -4.0% | -7.0% | +3.0% | -1.6% |
| 30D | -18.6% | -5.2% | -13.4% | -17.0% |
| 3M | +25.6% | -5.8% | +31.3% | +27.3% |
| 6M | -33.1% | +65.9% | -99.0% | -45.6% |
| YTD | -17.3% | +55.5% | -72.8% | -31.9% |
| 1Y | -48.1% | +64.2% | -112.3% | -58.2% |
| 3Y | +154.2% | +606.0% | -451.9% | +5.9% |
| 5Y | +46.2% | +47.3% | -1.1% | -7.9% |
| All | +853.6% | +472.2% | +381.4% | +399.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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