+1,555.7%
MSTR vs GS
+1,903.9%
-348.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | +0.9% | +11.2% | +11.9% |
| 30D | +45.2% | -1.6% | +46.7% | +46.8% |
| 3M | +10.4% | -4.5% | +14.9% | +13.8% |
| 6M | -2.5% | +20.9% | -23.4% | -11.9% |
| YTD | -6.0% | +19.9% | -25.9% | -14.6% |
| 1Y | -56.4% | +41.4% | -97.8% | -63.9% |
| 3Y | +306.3% | +239.2% | +67.1% | +114.4% |
| 5Y | +100.5% | +185.0% | -84.6% | +20.5% |
| 10Y | +741.1% | +655.0% | +86.1% | +190.0% |
| All | +1,555.7% | +1,903.9% | -348.2% | +122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling