+296.8%
MSTR vs GRAB
-74.7%
+371.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | -11.2% | -12.0% | +0.8% | -5.7% |
| 30D | +33.8% | -19.5% | +53.3% | +47.8% |
| 3M | +11.5% | -8.0% | +19.4% | +15.1% |
| 6M | -7.2% | -22.2% | +15.1% | +3.9% |
| YTD | -15.4% | -39.7% | +24.3% | +5.8% |
| 1Y | -60.6% | -43.2% | -17.4% | -49.4% |
| 3Y | +260.8% | -19.1% | +279.9% | +279.3% |
| 5Y | +108.8% | -72.0% | +180.8% | +151.5% |
| All | +296.8% | -74.7% | +371.5% | +433.9% |
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