-42.3%
MSTR vs GWRE
-24.5%
-17.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.9% | -0.9% | +3.5% |
| 7D | -1.8% | +2.2% | -4.0% | -2.4% |
| 30D | -13.3% | +4.5% | -17.8% | -14.5% |
| 3M | +46.0% | +6.4% | +39.5% | +43.1% |
| 6M | -22.4% | +18.8% | -41.3% | -25.3% |
| YTD | -6.2% | -15.1% | +8.9% | -14.4% |
| 1Y | -42.3% | -23.4% | -18.9% | -45.0% |
| All | -42.3% | -24.5% | -17.8% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling