+984.3%
MSTR vs GH
+481.7%
+502.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +12.2% | -0.1% | +12.2% | +12.0% |
| 30D | +45.2% | -1.1% | +46.3% | +45.4% |
| 3M | +10.4% | +21.3% | -10.9% | +1.9% |
| 6M | -2.5% | +73.5% | -76.0% | -22.1% |
| YTD | -6.0% | +58.0% | -64.0% | -22.6% |
| 1Y | -56.4% | +163.1% | -219.5% | -71.4% |
| 3Y | +306.3% | +361.0% | -54.8% | +97.6% |
| 5Y | +100.5% | +22.5% | +77.9% | +30.0% |
| All | +984.3% | +481.7% | +502.6% | +468.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling