+1,252.0%
MSTR vs TAP
+299.3%
+952.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +12.2% | -2.3% | +14.5% | +12.8% |
| 30D | +45.2% | -2.1% | +47.3% | +45.7% |
| 3M | +10.4% | +6.6% | +3.8% | +7.7% |
| 6M | -2.5% | -11.5% | +9.0% | -0.4% |
| YTD | -6.0% | -10.3% | +4.2% | -5.0% |
| 1Y | -56.4% | -14.4% | -42.0% | -55.4% |
| 3Y | +306.3% | -28.3% | +334.6% | +332.8% |
| 5Y | +100.5% | +1.7% | +98.8% | +95.4% |
| 10Y | +741.1% | -49.2% | +790.3% | +828.3% |
| All | +1,252.0% | +299.3% | +952.6% | +919.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling