-68.6%
MSTR vs GLXY
-38.3%
-30.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -5.5% |
| 7D | -4.0% | -0.5% | -3.4% | -5.9% |
| 30D | -18.6% | -28.6% | +10.0% | -7.3% |
| 3M | +25.6% | -28.1% | +53.6% | +44.0% |
| 6M | -33.1% | -52.0% | +19.0% | -11.1% |
| YTD | -17.3% | -35.1% | +17.8% | -8.8% |
| 1Y | -48.1% | -54.0% | +5.9% | -35.3% |
| All | -68.6% | -38.3% | -30.3% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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