-69.4%
MSTR vs GLXY
-32.0%
-37.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +13.2% | -12.1% | -5.0% |
| 7D | -14.2% | +14.3% | -28.5% | -19.8% |
| 30D | -19.9% | -19.6% | -0.2% | -14.0% |
| 3M | +27.3% | -20.7% | +48.0% | +39.0% |
| 6M | -37.6% | -49.6% | +12.0% | -19.1% |
| YTD | -19.5% | -28.6% | +9.1% | -15.4% |
| 1Y | -47.1% | -48.0% | +0.9% | -37.8% |
| All | -69.4% | -32.0% | -37.4% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling