-60.6%
MSTR vs GM
+50.1%
-110.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -4.6% |
| 7D | -11.2% | -1.1% | -10.2% | -10.7% |
| 30D | +33.8% | -3.4% | +37.2% | +36.2% |
| 3M | +11.5% | +8.7% | +2.8% | +6.9% |
| 6M | -7.2% | +15.4% | -22.6% | -13.6% |
| YTD | -15.4% | +6.6% | -22.0% | -18.6% |
| 1Y | -60.6% | +51.5% | -112.1% | -63.7% |
| All | -60.6% | +50.1% | -110.7% | -63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling