+481.0%
MSTR vs TAP
-46.0%
+527.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.7% | -3.2% |
| 7D | -13.4% | +1.3% | -14.7% | -13.7% |
| 30D | -22.1% | +5.7% | -27.8% | -23.4% |
| 3M | +15.0% | -1.9% | +16.9% | +14.8% |
| 6M | -37.3% | +0.9% | -38.2% | -38.3% |
| YTD | -26.5% | -9.5% | -17.0% | -26.2% |
| 1Y | -46.5% | -9.0% | -37.5% | -46.4% |
| 3Y | +121.1% | -22.2% | +143.3% | +131.0% |
| 5Y | +37.5% | +1.2% | +36.3% | +34.8% |
| All | +481.0% | -46.0% | +527.0% | +496.5% |
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