+244.5%
MSTR vs GRAB
-72.8%
+317.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -13.4% | -5.0% | -8.4% | -11.3% |
| 30D | -22.1% | +11.3% | -33.4% | -26.2% |
| 3M | +15.0% | -12.4% | +27.4% | +21.2% |
| 6M | -37.3% | -10.7% | -26.6% | -34.7% |
| YTD | -26.5% | -35.1% | +8.5% | -11.9% |
| 1Y | -46.5% | -41.5% | -5.0% | -32.5% |
| 3Y | +121.1% | -2.7% | +123.8% | +112.0% |
| 5Y | +37.5% | -80.2% | +117.7% | +90.2% |
| All | +244.5% | -72.8% | +317.3% | +344.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 10y: compounded portfolio wealth divided by compounded GRAB 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…
10y analysis · Full analysis span regression · 6 months rolling