+1,220.3%
MSTR vs GNRC
+2,127.0%
-906.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | -13.4% | +7.9% | -21.3% | -16.3% |
| 30D | -22.1% | -3.7% | -18.4% | -21.2% |
| 3M | +15.0% | -11.9% | +26.9% | +19.2% |
| 6M | -37.3% | -28.6% | -8.7% | -31.0% |
| YTD | -26.5% | +39.9% | -66.4% | -40.4% |
| 1Y | -46.5% | +23.4% | -69.8% | -54.4% |
| 3Y | +121.1% | +84.2% | +36.8% | +59.6% |
| 5Y | +37.5% | -57.3% | +94.8% | +61.9% |
| 10Y | +467.3% | +376.8% | +90.5% | +248.1% |
| All | +1,220.3% | +2,127.0% | -906.7% | +452.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling