+736.9%
MSTR vs T
+66.5%
+670.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.6% | -0.9% |
| 7D | +12.2% | -1.3% | +13.4% | +12.6% |
| 30D | +45.2% | +11.4% | +33.8% | +41.1% |
| 3M | +10.4% | +14.3% | -3.9% | +6.1% |
| 6M | -2.5% | -9.3% | +6.8% | -0.3% |
| YTD | -6.0% | +7.1% | -13.1% | -8.9% |
| 1Y | -56.4% | -9.1% | -47.3% | -55.7% |
| 3Y | +306.3% | +105.3% | +200.9% | +191.1% |
| 5Y | +100.5% | +66.8% | +33.7% | +58.3% |
| All | +736.9% | +66.5% | +670.4% | +546.7% |
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