-31.0%
MSTR vs GLXY
-55.9%
+24.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -2.5% |
| 7D | -1.2% | -14.6% | +13.4% | +3.3% |
| 30D | -15.9% | -36.2% | +20.2% | +0.3% |
| 3M | +33.1% | -30.1% | +63.2% | +57.6% |
| 6M | -31.0% | -56.1% | +25.1% | -4.9% |
| All | -31.0% | -55.9% | +24.9% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling