+275.2%
MSTR vs GWRE
+49.2%
+226.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.5% |
| 7D | -11.2% | -30.9% | +19.7% | +1.6% |
| 30D | +33.8% | -20.7% | +54.5% | +45.1% |
| 3M | +11.5% | +20.2% | -8.7% | 0.0% |
| 6M | -7.2% | -11.9% | +4.7% | -6.0% |
| YTD | -15.4% | -30.3% | +14.9% | -4.3% |
| 1Y | -60.6% | -44.6% | -16.0% | -49.2% |
| All | +275.2% | +49.2% | +226.0% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling