+115.6%
MSTR vs GNRC
-59.1%
+174.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.7% |
| 7D | +7.7% | +3.2% | +4.6% | +5.8% |
| 30D | +36.3% | -9.5% | +45.9% | +43.5% |
| 3M | +13.4% | -28.5% | +41.9% | +32.6% |
| 6M | -4.5% | -10.0% | +5.5% | -6.1% |
| YTD | -12.7% | +36.7% | -49.4% | -35.7% |
| 1Y | -59.6% | +2.6% | -62.2% | -64.7% |
| 3Y | +272.5% | +61.9% | +210.6% | +130.9% |
| All | +115.6% | -59.1% | +174.7% | +181.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling