+50.7%
MSTR vs TAP
-1.1%
+51.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -14.2% | -8.0% | -6.2% | -12.0% |
| 30D | -19.9% | +4.1% | -23.9% | -21.2% |
| 3M | +27.3% | -4.4% | +31.7% | +28.2% |
| 6M | -37.6% | -1.9% | -35.6% | -38.3% |
| YTD | -19.5% | -12.1% | -7.4% | -18.3% |
| 1Y | -47.1% | -12.0% | -35.1% | -46.5% |
| 3Y | +140.3% | -25.0% | +165.3% | +160.1% |
| All | +50.7% | -1.1% | +51.8% | +42.4% |
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