+554.5%
MSTR vs T
+56.1%
+498.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | -4.0% | +1.7% | -5.6% | -4.3% |
| 30D | -18.6% | -1.7% | -16.9% | -18.6% |
| 3M | +25.6% | -7.3% | +32.9% | +26.9% |
| 6M | -33.1% | -11.2% | -21.8% | -31.8% |
| YTD | -17.3% | -8.1% | -9.3% | -17.4% |
| 1Y | -48.1% | -8.0% | -40.1% | -48.2% |
| 3Y | +154.2% | +62.1% | +92.1% | +94.4% |
| 5Y | +46.2% | +55.7% | -9.5% | +15.6% |
| 10Y | +554.5% | +54.1% | +500.4% | +420.4% |
| All | +554.5% | +56.1% | +498.4% | +420.4% |
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