+1,124.1%
MSTR vs T
+341.6%
+782.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.2% | -9.3% |
| 7D | -8.7% | +4.3% | -13.0% | -10.3% |
| 30D | -21.4% | -9.7% | -11.7% | -19.0% |
| 3M | +31.4% | -4.3% | +35.8% | +32.0% |
| 6M | -30.8% | -13.7% | -17.2% | -28.0% |
| YTD | -14.9% | -8.0% | -6.9% | -14.9% |
| 1Y | -49.3% | -6.9% | -42.4% | -49.7% |
| 3Y | +184.8% | +59.7% | +125.1% | +111.7% |
| 5Y | +62.1% | +53.4% | +8.7% | +22.7% |
| 10Y | +580.0% | +58.2% | +521.7% | +381.4% |
| All | +1,124.1% | +341.6% | +782.5% | +378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling