+481.0%
MSTR vs GRMN
+628.7%
-147.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.7% |
| 7D | -13.4% | -0.9% | -12.5% | -12.9% |
| 30D | -22.1% | +1.2% | -23.3% | -22.8% |
| 3M | +15.0% | -8.9% | +23.9% | +22.1% |
| 6M | -37.3% | +23.0% | -60.3% | -47.4% |
| YTD | -26.5% | +41.2% | -67.8% | -44.5% |
| 1Y | -46.5% | +47.5% | -94.0% | -60.9% |
| 3Y | +121.1% | +155.8% | -34.7% | -4.1% |
| 5Y | +37.5% | +120.2% | -82.7% | -33.9% |
| All | +481.0% | +628.7% | -147.7% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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