+888.4%
MSTR vs GPN
+2,520.1%
-1,631.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -2.7% |
| 7D | +9.3% | -0.7% | +10.0% | +9.6% |
| 30D | +36.5% | +3.8% | +32.7% | +33.7% |
| 3M | +7.3% | +39.2% | -31.8% | -10.0% |
| 6M | +2.2% | +17.9% | -15.6% | -7.0% |
| YTD | -10.2% | +16.4% | -26.5% | -19.0% |
| 1Y | -58.6% | +3.6% | -62.2% | -60.5% |
| 3Y | +283.2% | -26.7% | +309.9% | +327.5% |
| 5Y | +113.8% | -44.8% | +158.6% | +177.8% |
| 10Y | +690.7% | +24.1% | +666.6% | +565.2% |
| All | +888.4% | +2,520.1% | -1,631.7% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GPN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling