+121.1%
MSTR vs T
+65.2%
+55.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -13.4% | +2.5% | -16.0% | -12.8% |
| 30D | -22.1% | -3.8% | -18.3% | -22.6% |
| 3M | +15.0% | -8.7% | +23.7% | +12.8% |
| 6M | -37.3% | -8.1% | -29.2% | -38.0% |
| YTD | -26.5% | -6.4% | -20.1% | -26.5% |
| 1Y | -46.5% | -9.8% | -36.7% | -46.9% |
| 3Y | +121.1% | +65.5% | +55.6% | +139.4% |
| All | +121.1% | +65.2% | +55.9% | +139.4% |
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 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