+521.9%
MSTR vs T
+61.4%
+460.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | -14.2% | +2.0% | -16.1% | -14.6% |
| 30D | -19.9% | -1.0% | -18.8% | -20.0% |
| 3M | +27.3% | -8.1% | +35.4% | +29.1% |
| 6M | -37.6% | -8.3% | -29.3% | -36.9% |
| YTD | -19.5% | -6.1% | -13.4% | -19.9% |
| 1Y | -47.1% | -7.4% | -39.7% | -47.2% |
| 3Y | +140.3% | +65.4% | +74.8% | +82.8% |
| 5Y | +49.5% | +57.6% | -8.1% | +18.0% |
| 10Y | +521.9% | +61.4% | +460.5% | +380.8% |
| All | +521.9% | +61.4% | +460.5% | +380.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling