+893.1%
MSTR vs GWRE
+844.6%
+48.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -13.4% | -2.0% | -11.4% | -12.6% |
| 30D | -22.1% | -4.1% | -18.0% | -20.8% |
| 3M | +15.0% | -13.4% | +28.3% | +20.9% |
| 6M | -37.3% | +26.0% | -63.3% | -47.5% |
| YTD | -26.5% | -21.3% | -5.3% | -23.8% |
| 1Y | -46.5% | -27.5% | -19.0% | -42.2% |
| 3Y | +121.1% | +72.7% | +48.4% | +47.7% |
| 5Y | +37.5% | +26.4% | +11.1% | +6.0% |
| 10Y | +467.3% | +169.3% | +298.0% | +239.7% |
| All | +893.1% | +844.6% | +48.6% | +383.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling