+49.9%
MSTR vs GRMN
+122.2%
-72.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -1.2% | +4.7% | -5.9% | -4.6% |
| 30D | -15.9% | +3.4% | -19.3% | -18.5% |
| 3M | +33.1% | -5.0% | +38.2% | +37.9% |
| 6M | -31.0% | +18.6% | -49.6% | -42.0% |
| YTD | -15.1% | +42.5% | -57.6% | -39.7% |
| 1Y | -45.6% | +42.3% | -88.0% | -61.4% |
| 3Y | +180.5% | +158.5% | +22.0% | -19.2% |
| All | +49.9% | +122.2% | -72.3% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling