+181.3%
MSTR vs GS
+184.4%
-3.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.4% | -2.9% | -2.6% |
| 7D | -8.7% | -6.3% | -2.4% | -1.8% |
| 30D | -21.4% | -3.1% | -18.3% | -18.1% |
| 3M | +31.4% | -17.7% | +49.1% | +61.8% |
| 6M | -30.8% | -4.6% | -26.3% | -27.8% |
| YTD | -14.9% | +0.3% | -15.2% | -16.3% |
| 1Y | -49.3% | +11.7% | -61.0% | -55.8% |
| All | +181.3% | +184.4% | -3.1% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling