-69.7%
MSTR vs GLXY
-40.0%
-29.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.3% |
| 7D | -10.7% | -16.2% | +5.4% | -4.6% |
| 30D | -21.6% | -30.6% | +9.0% | -9.4% |
| 3M | +24.4% | -27.7% | +52.1% | +42.4% |
| 6M | -35.5% | -53.3% | +17.9% | -13.1% |
| YTD | -20.3% | -36.9% | +16.6% | -10.9% |
| 1Y | -49.3% | -55.6% | +6.3% | -35.8% |
| All | -69.7% | -40.0% | -29.8% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling