+40.4%
MSTR vs GPN
-27.3%
+67.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.6% | -5.3% |
| 7D | -13.4% | -5.6% | -7.8% | -10.6% |
| 30D | -22.1% | +13.6% | -35.7% | -30.9% |
| 3M | +15.0% | -2.8% | +17.8% | +13.9% |
| 6M | -37.3% | +38.1% | -75.4% | -53.1% |
| YTD | -26.5% | +19.9% | -46.5% | -40.5% |
| 1Y | -46.5% | +23.4% | -69.9% | -57.9% |
| 3Y | +121.1% | -12.6% | +133.7% | +120.4% |
| All | +40.4% | -27.3% | +67.7% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling