+103.8%
MSTR vs GILD
+142.1%
-38.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.1% |
| 7D | -8.3% | -4.8% | -3.5% | -6.6% |
| 30D | +38.1% | +5.8% | +32.3% | +35.6% |
| 3M | +9.0% | +14.9% | -5.9% | +3.4% |
| 6M | -5.3% | -0.4% | -5.0% | -5.4% |
| YTD | -13.8% | +18.5% | -32.3% | -19.1% |
| 1Y | -59.8% | +25.1% | -84.9% | -63.2% |
| 3Y | +282.2% | +105.9% | +176.3% | +166.5% |
| All | +103.8% | +142.1% | -38.3% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 5y: compounded portfolio wealth divided by compounded GILD 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…
5y analysis · Full analysis span regression · 6 months rolling