-46.5%
MSTR vs GS
+12.2%
-58.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.7% |
| 7D | -13.4% | +5.9% | -19.3% | -18.2% |
| 30D | -22.1% | +4.3% | -26.4% | -24.7% |
| 3M | +15.0% | -11.7% | +26.6% | +29.3% |
| 6M | -37.3% | -3.2% | -34.1% | -35.7% |
| YTD | -26.5% | +5.8% | -32.3% | -33.6% |
| 1Y | -46.5% | +16.0% | -62.5% | -56.2% |
| All | -46.5% | +12.2% | -58.7% | -56.2% |
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