-56.4%
MSTR vs GNRC
+6.8%
-63.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.0% |
| 7D | +12.2% | +1.9% | +10.2% | +11.7% |
| 30D | +45.2% | -13.8% | +59.0% | +50.5% |
| 3M | +10.4% | -32.6% | +43.0% | +20.9% |
| 6M | -2.5% | -15.2% | +12.7% | -3.3% |
| YTD | -6.0% | +37.4% | -43.4% | -25.3% |
| 1Y | -56.4% | +5.1% | -61.6% | -60.4% |
| All | -56.4% | +6.8% | -63.2% | -60.4% |
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