+121.1%
MSTR vs GPN
-12.5%
+133.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.6% | -4.4% |
| 7D | -13.4% | -5.6% | -7.8% | -11.3% |
| 30D | -22.1% | +13.6% | -35.7% | -28.4% |
| 3M | +15.0% | -2.8% | +17.8% | +14.8% |
| 6M | -37.3% | +38.1% | -75.4% | -48.9% |
| YTD | -26.5% | +19.9% | -46.5% | -36.0% |
| 1Y | -46.5% | +23.4% | -69.9% | -54.4% |
| 3Y | +121.1% | -12.6% | +133.7% | +154.9% |
| All | +121.1% | -12.5% | +133.5% | +154.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling