+1,589.1%
MSTR vs GNRC
+2,087.1%
-498.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.4% |
| 7D | +12.2% | +1.9% | +10.2% | +11.4% |
| 30D | +45.2% | -13.8% | +59.0% | +53.7% |
| 3M | +10.4% | -32.6% | +43.0% | +27.0% |
| 6M | -2.5% | -15.2% | +12.7% | +0.1% |
| YTD | -6.0% | +37.4% | -43.4% | -22.1% |
| 1Y | -56.4% | +5.1% | -61.6% | -59.9% |
| 3Y | +306.3% | +57.5% | +248.8% | +213.5% |
| 5Y | +100.5% | -58.7% | +159.2% | +141.1% |
| 10Y | +741.1% | +395.5% | +345.6% | +419.4% |
| All | +1,589.1% | +2,087.1% | -498.0% | +621.8% |
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