+690.7%
MSTR vs GPC
+79.8%
+610.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.0% |
| 7D | +9.3% | +0.2% | +9.1% | +9.3% |
| 30D | +36.5% | -0.4% | +36.9% | +36.6% |
| 3M | +7.3% | +39.2% | -31.9% | -9.4% |
| 6M | +2.2% | +18.2% | -16.0% | -7.1% |
| YTD | -10.2% | +12.1% | -22.2% | -16.8% |
| 1Y | -58.6% | -0.7% | -58.0% | -59.4% |
| 3Y | +283.2% | -1.7% | +284.9% | +264.3% |
| 5Y | +113.8% | +29.3% | +84.5% | +85.9% |
| 10Y | +690.7% | +80.7% | +610.1% | +483.4% |
| All | +690.7% | +79.8% | +610.9% | +483.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling