+48.3%
MSTR vs T
+56.8%
-8.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | -10.7% | +2.6% | -13.3% | -11.1% |
| 30D | -21.6% | -1.1% | -20.5% | -21.7% |
| 3M | +24.4% | -7.7% | +32.1% | +25.5% |
| 6M | -35.5% | -10.6% | -24.8% | -34.4% |
| YTD | -20.3% | -7.5% | -12.9% | -20.6% |
| 1Y | -49.3% | -7.4% | -41.9% | -49.6% |
| 3Y | +137.8% | +63.1% | +74.7% | +65.4% |
| 5Y | +48.3% | +55.2% | -6.9% | +15.7% |
| All | +48.3% | +56.8% | -8.5% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling