+526.8%
MSTR vs GRMN
+655.8%
-129.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.9% |
| 7D | -10.7% | +6.3% | -17.1% | -14.4% |
| 30D | -21.6% | +7.6% | -29.1% | -25.7% |
| 3M | +24.4% | -7.5% | +31.9% | +30.6% |
| 6M | -35.5% | +21.2% | -56.7% | -45.2% |
| YTD | -20.3% | +44.0% | -64.4% | -40.6% |
| 1Y | -49.3% | +44.7% | -94.1% | -62.4% |
| 3Y | +137.8% | +160.5% | -22.8% | +2.3% |
| 5Y | +48.3% | +124.6% | -76.3% | -29.5% |
| 10Y | +526.8% | +651.6% | -124.8% | +87.6% |
| All | +526.8% | +655.8% | -129.0% | +87.6% |
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