-42.3%
MSTR vs T
-6.5%
-35.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +5.8% |
| 7D | -1.8% | +5.5% | -7.3% | +0.2% |
| 30D | -13.3% | -8.9% | -4.4% | -15.4% |
| 3M | +46.0% | -5.6% | +51.5% | +45.1% |
| 6M | -22.4% | -14.3% | -8.2% | -26.0% |
| YTD | -6.2% | -7.9% | +1.7% | -5.6% |
| 1Y | -42.3% | -6.4% | -35.9% | -40.6% |
| All | -42.3% | -6.5% | -35.8% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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