+645.5%
MSTR vs GIS
-19.3%
+664.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -3.4% |
| 7D | -11.2% | -8.4% | -2.8% | -11.9% |
| 30D | +33.8% | -5.2% | +39.0% | +33.1% |
| 3M | +11.5% | +8.2% | +3.3% | +12.3% |
| 6M | -7.2% | -12.0% | +4.9% | -8.3% |
| YTD | -15.4% | -18.9% | +3.5% | -17.0% |
| 1Y | -60.6% | -23.6% | -37.0% | -61.5% |
| 3Y | +260.8% | -37.6% | +298.5% | +245.7% |
| 5Y | +108.8% | -25.2% | +134.0% | +98.8% |
| All | +645.5% | -19.3% | +664.8% | +576.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling