+40.4%
MSTR vs GWRE
+26.4%
+14.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.7% |
| 7D | -13.4% | -2.0% | -11.4% | -12.3% |
| 30D | -22.1% | -4.1% | -18.0% | -20.6% |
| 3M | +15.0% | -13.4% | +28.3% | +22.0% |
| 6M | -37.3% | +26.0% | -63.3% | -52.1% |
| YTD | -26.5% | -21.3% | -5.3% | -22.1% |
| 1Y | -46.5% | -27.5% | -19.0% | -39.3% |
| 3Y | +121.1% | +72.7% | +48.4% | -11.7% |
| All | +40.4% | +26.4% | +14.0% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling