+873.1%
MSTR vs GRMN
+6,890.4%
-6,017.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.2% | +4.7% | -5.9% | -3.0% |
| 30D | -15.9% | +3.4% | -19.3% | -17.2% |
| 3M | +33.1% | -5.0% | +38.2% | +35.7% |
| 6M | -31.0% | +18.6% | -49.6% | -36.3% |
| YTD | -15.1% | +42.5% | -57.6% | -27.2% |
| 1Y | -45.6% | +42.3% | -88.0% | -53.3% |
| 3Y | +180.5% | +158.5% | +22.0% | +87.0% |
| 5Y | +61.7% | +123.6% | -61.9% | +17.7% |
| 10Y | +578.0% | +682.5% | -104.5% | +228.7% |
| All | +873.1% | +6,890.4% | -6,017.4% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling