+526.8%
MSTR vs TAP
-48.8%
+575.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -10.7% | -4.5% | -6.2% | -9.7% |
| 30D | -21.6% | +7.5% | -29.0% | -23.2% |
| 3M | +24.4% | -4.9% | +29.3% | +25.2% |
| 6M | -35.5% | -3.5% | -32.0% | -35.7% |
| YTD | -20.3% | -11.4% | -8.9% | -19.5% |
| 1Y | -49.3% | -10.8% | -38.5% | -49.0% |
| 3Y | +137.8% | -24.5% | +162.3% | +150.5% |
| 5Y | +48.3% | +2.5% | +45.9% | +45.1% |
| 10Y | +526.8% | -47.6% | +574.4% | +554.8% |
| All | +526.8% | -48.8% | +575.6% | +554.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling