+120.4%
MSTR vs GIS
-19.2%
+139.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -2.0% |
| 7D | +12.2% | -7.8% | +20.0% | +10.2% |
| 30D | +45.2% | +6.6% | +38.6% | +47.3% |
| 3M | +10.4% | +21.0% | -10.6% | +16.2% |
| 6M | -2.5% | -9.1% | +6.6% | -5.2% |
| YTD | -6.0% | -13.6% | +7.6% | -9.6% |
| 1Y | -56.4% | -18.0% | -38.4% | -58.5% |
| 3Y | +306.3% | -33.7% | +340.0% | +261.1% |
| All | +120.4% | -19.2% | +139.5% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling