+659.5%
MSTR vs GWRE
+131.0%
+528.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | -8.3% | -13.2% | +5.0% | -0.6% |
| 30D | +38.1% | -18.6% | +56.7% | +52.7% |
| 3M | +9.0% | +18.9% | -9.9% | -6.7% |
| 6M | -5.3% | -11.0% | +5.6% | -7.4% |
| YTD | -13.8% | -29.9% | +16.1% | -3.1% |
| 1Y | -59.8% | -44.3% | -15.5% | -47.3% |
| 3Y | +282.2% | +51.7% | +230.5% | +133.1% |
| 5Y | +112.8% | +15.4% | +97.3% | +51.3% |
| All | +659.5% | +131.0% | +528.5% | +319.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling