-42.3%
MSTR vs GS
+21.8%
-64.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +1.7% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -13.3% | +3.9% | -17.2% | -15.9% |
| 3M | +46.0% | -11.4% | +57.4% | +63.3% |
| 6M | -22.4% | +3.7% | -26.1% | -25.6% |
| YTD | -6.2% | +7.1% | -13.3% | -15.3% |
| 1Y | -42.3% | +19.7% | -61.9% | -53.4% |
| All | -42.3% | +21.8% | -64.1% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling