+180.5%
MSTR vs T
+58.8%
+121.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.5% |
| 7D | -1.2% | +1.0% | -2.2% | -0.9% |
| 30D | -15.9% | -10.6% | -5.3% | -18.1% |
| 3M | +33.1% | -7.7% | +40.9% | +31.1% |
| 6M | -31.0% | -13.3% | -17.7% | -33.0% |
| YTD | -15.1% | -8.8% | -6.4% | -15.7% |
| 1Y | -45.6% | -8.4% | -37.2% | -45.9% |
| 3Y | +180.5% | +59.6% | +120.9% | +215.5% |
| All | +180.5% | +58.8% | +121.7% | +215.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling