-56.4%
MSTR vs GS
+44.3%
-100.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +12.2% | +0.9% | +11.2% | +11.5% |
| 30D | +45.2% | -1.6% | +46.7% | +47.4% |
| 3M | +10.4% | -4.5% | +14.9% | +15.0% |
| 6M | -2.5% | +20.9% | -23.4% | -17.9% |
| YTD | -6.0% | +19.9% | -25.9% | -21.7% |
| 1Y | -56.4% | +41.4% | -97.8% | -66.0% |
| All | -56.4% | +44.3% | -100.7% | -66.0% |
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