+570.4%
MSTR vs TAP
-49.3%
+619.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.8% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | -15.9% | +9.1% | -25.1% | -18.1% |
| 3M | +33.1% | -3.8% | +36.9% | +33.7% |
| 6M | -31.0% | -3.4% | -27.5% | -31.2% |
| YTD | -15.1% | -10.6% | -4.5% | -14.5% |
| 1Y | -45.6% | -4.4% | -41.2% | -46.5% |
| 3Y | +180.5% | -24.4% | +204.9% | +195.5% |
| 5Y | +61.7% | +2.1% | +59.6% | +58.2% |
| All | +570.4% | -49.3% | +619.7% | +594.8% |
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