+659.5%
MSTR vs GM
+240.0%
+419.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | -8.3% | -2.4% | -5.8% | -6.9% |
| 30D | +38.1% | -1.1% | +39.2% | +39.3% |
| 3M | +9.0% | +6.1% | +2.9% | +5.2% |
| 6M | -5.3% | +15.0% | -20.3% | -13.2% |
| YTD | -13.8% | +6.0% | -19.8% | -17.1% |
| 1Y | -59.8% | +47.1% | -106.9% | -68.8% |
| 3Y | +282.2% | +170.5% | +111.7% | +101.4% |
| 5Y | +112.8% | +80.5% | +32.3% | +43.4% |
| All | +659.5% | +240.0% | +419.4% | +291.3% |
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