+83.3%
MSTR vs GTLB
-50.8%
+134.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.1% |
| 7D | +7.7% | -6.6% | +14.3% | +10.9% |
| 30D | +36.3% | +13.7% | +22.6% | +28.4% |
| 3M | +13.4% | +52.9% | -39.5% | -7.1% |
| 6M | -4.5% | +88.5% | -93.0% | -30.4% |
| YTD | -12.7% | +23.4% | -36.1% | -23.7% |
| 1Y | -59.6% | -3.8% | -55.8% | -61.1% |
| 3Y | +272.5% | -11.5% | +284.0% | +251.4% |
| All | +83.3% | -50.8% | +134.1% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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