+1,140.0%
MSTR vs GILD
+20,206.2%
-19,066.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.1% |
| 7D | -8.3% | -4.8% | -3.5% | -6.7% |
| 30D | +38.1% | +5.8% | +32.3% | +35.5% |
| 3M | +9.0% | +14.9% | -5.9% | +3.4% |
| 6M | -5.3% | -0.4% | -5.0% | -5.5% |
| YTD | -13.8% | +18.5% | -32.3% | -19.3% |
| 1Y | -59.8% | +25.1% | -84.9% | -63.2% |
| 3Y | +282.2% | +105.9% | +176.3% | +186.7% |
| 5Y | +112.8% | +143.0% | -30.2% | +50.5% |
| 10Y | +667.3% | +162.4% | +504.9% | +396.6% |
| All | +1,140.0% | +20,206.2% | -19,066.2% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling