+481.0%
MSTR vs GSK
+103.1%
+377.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | -13.4% | +0.2% | -13.7% | -13.5% |
| 30D | -22.1% | +5.4% | -27.5% | -23.4% |
| 3M | +15.0% | +0.9% | +14.0% | +14.3% |
| 6M | -37.3% | +0.7% | -38.0% | -37.8% |
| YTD | -26.5% | +5.6% | -32.1% | -28.7% |
| 1Y | -46.5% | +8.5% | -55.0% | -48.5% |
| 3Y | +121.1% | +63.8% | +57.3% | +71.1% |
| 5Y | +37.5% | +42.4% | -4.9% | +14.0% |
| All | +481.0% | +103.1% | +377.9% | +329.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling