+48.3%
MSTR vs GM
+59.9%
-11.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.7% |
| 7D | -10.7% | +0.4% | -11.1% | -11.0% |
| 30D | -21.6% | +7.2% | -28.8% | -27.0% |
| 3M | +24.4% | +1.0% | +23.4% | +20.9% |
| 6M | -35.5% | +13.0% | -48.5% | -43.7% |
| YTD | -20.3% | +9.8% | -30.1% | -28.8% |
| 1Y | -49.3% | +25.9% | -75.2% | -60.2% |
| 3Y | +137.8% | +240.4% | -102.6% | -36.5% |
| 5Y | +48.3% | +56.1% | -7.8% | -26.4% |
| All | +48.3% | +59.9% | -11.6% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling