+936.6%
MSTR vs GH
+480.1%
+456.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +9.3% | -2.1% | +11.4% | +10.1% |
| 30D | +36.5% | -4.5% | +41.0% | +38.5% |
| 3M | +7.3% | +28.9% | -21.6% | -3.1% |
| 6M | +2.2% | +76.5% | -74.3% | -18.8% |
| YTD | -10.2% | +57.6% | -67.8% | -26.0% |
| 1Y | -58.6% | +167.5% | -226.2% | -73.0% |
| 3Y | +283.2% | +377.4% | -94.2% | +84.1% |
| 5Y | +113.8% | +23.8% | +89.9% | +38.4% |
| All | +936.6% | +480.1% | +456.5% | +443.7% |
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