-56.4%
MSTR vs GPC
+0.2%
-56.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +12.2% | +0.4% | +11.8% | +12.1% |
| 30D | +45.2% | +5.1% | +40.0% | +43.4% |
| 3M | +10.4% | +41.5% | -31.1% | +1.6% |
| 6M | -2.5% | +21.8% | -24.3% | -7.0% |
| YTD | -6.0% | +14.6% | -20.6% | -7.8% |
| 1Y | -56.4% | +1.3% | -57.7% | -52.4% |
| All | -56.4% | +0.2% | -56.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling