+308.9%
MSTR vs TAP
-28.0%
+336.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +12.2% | -2.3% | +14.5% | +12.4% |
| 30D | +45.2% | -2.1% | +47.3% | +45.3% |
| 3M | +10.4% | +6.6% | +3.8% | +8.9% |
| 6M | -2.5% | -11.5% | +9.0% | -0.5% |
| YTD | -6.0% | -10.3% | +4.2% | -5.6% |
| 1Y | -56.4% | -14.4% | -42.0% | -55.6% |
| All | +308.9% | -28.0% | +336.9% | +364.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling