-42.3%
MSTR vs GNRC
+17.5%
-59.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -9.5% | +14.6% | +7.4% |
| 7D | -1.8% | -6.0% | +4.2% | -0.6% |
| 30D | -13.3% | -12.0% | -1.3% | -10.8% |
| 3M | +46.0% | -13.4% | +59.4% | +49.7% |
| 6M | -22.4% | -26.4% | +3.9% | -18.9% |
| YTD | -6.2% | +38.8% | -45.0% | -27.4% |
| 1Y | -42.3% | +20.9% | -63.2% | -53.2% |
| All | -42.3% | +17.5% | -59.8% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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