+180.5%
MSTR vs GRMN
+160.2%
+20.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.2% | +4.7% | -5.9% | -3.1% |
| 30D | -15.9% | +3.4% | -19.3% | -17.3% |
| 3M | +33.1% | -5.0% | +38.2% | +35.9% |
| 6M | -31.0% | +18.6% | -49.6% | -37.0% |
| YTD | -15.1% | +42.5% | -57.6% | -29.2% |
| 1Y | -45.6% | +42.3% | -88.0% | -54.6% |
| 3Y | +180.5% | +158.5% | +22.0% | +133.9% |
| All | +180.5% | +160.2% | +20.3% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling