+977.7%
MSTR vs GRMN
+6,655.2%
-5,677.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +12.2% | -2.9% | +15.0% | +13.5% |
| 30D | +45.2% | -8.4% | +53.6% | +50.4% |
| 3M | +10.4% | +15.0% | -4.6% | +3.3% |
| 6M | -2.5% | +11.2% | -13.7% | -7.6% |
| YTD | -6.0% | +37.7% | -43.7% | -18.1% |
| 1Y | -56.4% | +18.5% | -74.9% | -59.7% |
| 3Y | +306.3% | +175.8% | +130.5% | +163.9% |
| 5Y | +100.5% | +75.1% | +25.4% | +58.6% |
| 10Y | +741.1% | +637.0% | +104.1% | +317.0% |
| All | +977.7% | +6,655.2% | -5,677.5% | +58.9% |
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 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