-22.4%
MSTR vs GS
+1.6%
-24.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +1.8% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -13.3% | +3.9% | -17.2% | -15.8% |
| 3M | +46.0% | -11.4% | +57.4% | +61.6% |
| 6M | -22.4% | +3.7% | -26.1% | -22.8% |
| All | -22.4% | +1.6% | -24.0% | -22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling