+736.9%
MSTR vs GS
+657.0%
+79.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | +0.9% | +11.2% | +11.7% |
| 30D | +45.2% | -1.6% | +46.7% | +47.3% |
| 3M | +10.4% | -4.5% | +14.9% | +14.7% |
| 6M | -2.5% | +20.9% | -23.4% | -15.3% |
| YTD | -6.0% | +19.9% | -25.9% | -17.8% |
| 1Y | -56.4% | +41.4% | -97.8% | -66.4% |
| 3Y | +306.3% | +239.2% | +67.1% | +74.7% |
| 5Y | +100.5% | +185.0% | -84.6% | -3.3% |
| All | +736.9% | +657.0% | +79.9% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling