+298.4%
MSTR vs GNRC
+64.4%
+234.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -5.1% |
| 7D | +9.3% | +4.8% | +4.5% | +7.0% |
| 30D | +36.5% | -10.4% | +46.9% | +42.9% |
| 3M | +7.3% | -28.5% | +35.8% | +21.9% |
| 6M | +2.2% | -6.8% | +9.0% | -2.0% |
| YTD | -10.2% | +39.5% | -49.6% | -33.4% |
| 1Y | -58.6% | +3.4% | -62.0% | -63.6% |
| All | +298.4% | +64.4% | +234.0% | +190.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling