+107.1%
MSTR vs GM
+78.5%
+28.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -0.8% |
| 7D | +7.7% | -1.1% | +8.8% | +9.1% |
| 30D | +36.3% | -4.6% | +40.9% | +42.3% |
| 3M | +13.4% | +0.2% | +13.2% | +13.0% |
| 6M | -4.5% | +12.6% | -17.1% | -14.4% |
| YTD | -12.7% | +3.7% | -16.4% | -16.2% |
| 1Y | -59.6% | +45.6% | -105.2% | -72.0% |
| 3Y | +272.5% | +162.0% | +110.5% | +35.2% |
| 5Y | +107.1% | +80.5% | +26.7% | -1.6% |
| All | +107.1% | +78.5% | +28.6% | -1.6% |
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