-60.6%
MSTR vs GNRC
-0.8%
-59.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.4% |
| 7D | -11.2% | -0.7% | -10.5% | -11.1% |
| 30D | +33.8% | -15.8% | +49.6% | +39.6% |
| 3M | +11.5% | -24.0% | +35.5% | +16.6% |
| 6M | -7.2% | -13.8% | +6.6% | -9.1% |
| YTD | -15.4% | +33.2% | -48.6% | -32.2% |
| 1Y | -60.6% | -1.8% | -58.8% | -64.0% |
| All | -60.6% | -0.8% | -59.8% | -64.0% |
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