-42.3%
MSTR vs GIS
-17.8%
-24.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.1% | +6.2% |
| 7D | -1.8% | +8.5% | -10.3% | 0.0% |
| 30D | -13.3% | +15.3% | -28.6% | -10.5% |
| 3M | +46.0% | +0.9% | +45.0% | +46.1% |
| 6M | -22.4% | +7.9% | -30.4% | -20.3% |
| YTD | -6.2% | -17.6% | +11.4% | -18.0% |
| 1Y | -42.3% | -17.4% | -24.9% | -49.4% |
| All | -42.3% | -17.8% | -24.5% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling