+121.1%
MSTR vs GNRC
+86.4%
+34.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -13.4% | +7.9% | -21.3% | -16.7% |
| 30D | -22.1% | -3.7% | -18.4% | -21.1% |
| 3M | +15.0% | -11.9% | +26.9% | +19.9% |
| 6M | -37.3% | -28.6% | -8.7% | -29.9% |
| YTD | -26.5% | +39.9% | -66.4% | -48.3% |
| 1Y | -46.5% | +23.4% | -69.8% | -59.3% |
| 3Y | +121.1% | +84.2% | +36.8% | +39.0% |
| All | +121.1% | +86.4% | +34.7% | +39.0% |
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 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