+49.9%
MSTR vs TAP
+2.0%
+48.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +1.1% |
| 7D | -1.2% | +0.5% | -1.7% | -1.5% |
| 30D | -15.9% | +9.1% | -25.1% | -18.6% |
| 3M | +33.1% | -3.8% | +36.9% | +33.9% |
| 6M | -31.0% | -3.4% | -27.5% | -31.3% |
| YTD | -15.1% | -10.6% | -4.5% | -14.4% |
| 1Y | -45.6% | -4.4% | -41.2% | -47.3% |
| 3Y | +180.5% | -24.4% | +204.9% | +203.4% |
| All | +49.9% | +2.0% | +48.0% | +42.3% |
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