-45.6%
MSTR vs GS
+11.2%
-56.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -1.2% | -3.2% | +2.0% | +2.3% |
| 30D | -15.9% | -2.4% | -13.5% | -13.2% |
| 3M | +33.1% | -15.7% | +48.9% | +56.7% |
| 6M | -31.0% | -6.8% | -24.2% | -26.4% |
| YTD | -15.1% | -0.1% | -15.1% | -17.6% |
| 1Y | -45.6% | +12.1% | -57.7% | -52.3% |
| All | -45.6% | +11.2% | -56.8% | -52.3% |
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