+645.5%
MSTR vs GNRC
+433.2%
+212.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -1.8% |
| 7D | -11.2% | -0.7% | -10.5% | -10.9% |
| 30D | +33.8% | -15.8% | +49.6% | +45.4% |
| 3M | +11.5% | -24.0% | +35.5% | +24.2% |
| 6M | -7.2% | -13.8% | +6.6% | -5.6% |
| YTD | -15.4% | +33.2% | -48.6% | -33.0% |
| 1Y | -60.6% | -1.8% | -58.8% | -63.7% |
| 3Y | +260.8% | +57.7% | +203.1% | +152.7% |
| 5Y | +108.8% | -59.7% | +168.6% | +165.5% |
| All | +645.5% | +433.2% | +212.3% | +313.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling