+1,492.7%
MSTR vs GM
+238.5%
+1,254.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.9% |
| 7D | +12.2% | +1.9% | +10.2% | +11.2% |
| 30D | +45.2% | -1.4% | +46.5% | +46.5% |
| 3M | +10.4% | +5.9% | +4.5% | +7.0% |
| 6M | -2.5% | +12.4% | -14.9% | -8.8% |
| YTD | -6.0% | +8.6% | -14.7% | -10.4% |
| 1Y | -56.4% | +52.6% | -109.0% | -66.1% |
| 3Y | +306.3% | +169.7% | +136.6% | +126.9% |
| 5Y | +100.5% | +87.5% | +12.9% | +39.7% |
| 10Y | +741.1% | +233.0% | +508.1% | +326.5% |
| All | +1,492.7% | +238.5% | +1,254.2% | +576.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling