+31.4%
MSTR vs T
-2.6%
+34.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.2% | -9.3% |
| 7D | -8.7% | +4.3% | -13.0% | -7.4% |
| 30D | -21.4% | -9.7% | -11.7% | -22.3% |
| 3M | +31.4% | -4.3% | +35.8% | +69.4% |
| All | +31.4% | -2.6% | +34.1% | +69.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling