+120.4%
MSTR vs TAP
+2.2%
+118.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +12.2% | -2.3% | +14.5% | +13.0% |
| 30D | +45.2% | -2.1% | +47.3% | +45.9% |
| 3M | +10.4% | +6.6% | +3.8% | +6.3% |
| 6M | -2.5% | -11.5% | +9.0% | +1.0% |
| YTD | -6.0% | -10.3% | +4.2% | -4.8% |
| 1Y | -56.4% | -14.4% | -42.0% | -54.9% |
| 3Y | +306.3% | -28.3% | +334.6% | +356.2% |
| All | +120.4% | +2.2% | +118.2% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling