+570.4%
MSTR vs T
+55.6%
+514.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.2% | +1.0% | -2.2% | -1.4% |
| 30D | -15.9% | -10.6% | -5.3% | -14.2% |
| 3M | +33.1% | -7.7% | +40.9% | +34.7% |
| 6M | -31.0% | -13.3% | -17.7% | -29.2% |
| YTD | -15.1% | -8.8% | -6.4% | -15.0% |
| 1Y | -45.6% | -8.4% | -37.2% | -45.7% |
| 3Y | +180.5% | +59.6% | +120.9% | +115.6% |
| 5Y | +61.7% | +52.1% | +9.6% | +28.7% |
| All | +570.4% | +55.6% | +514.8% | +428.7% |
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