+481.0%
MSTR vs GM
+205.9%
+275.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -13.4% | -0.2% | -13.2% | -13.4% |
| 30D | -22.1% | +3.6% | -25.6% | -24.4% |
| 3M | +15.0% | -0.2% | +15.2% | +13.8% |
| 6M | -37.3% | +13.9% | -51.2% | -43.0% |
| YTD | -26.5% | +6.5% | -33.0% | -30.4% |
| 1Y | -46.5% | +20.7% | -67.1% | -53.2% |
| 3Y | +121.1% | +229.5% | -108.4% | +2.1% |
| 5Y | +37.5% | +41.5% | -4.0% | +0.3% |
| All | +481.0% | +205.9% | +275.1% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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