+2,371.8%
MSTR vs TCOM
+2,902.5%
-530.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -10.7% | +6.5% | -17.3% | -12.1% |
| 30D | -21.6% | +13.3% | -34.9% | -24.0% |
| 3M | +24.4% | -6.5% | +30.8% | +25.9% |
| 6M | -35.5% | -16.3% | -19.1% | -33.1% |
| YTD | -20.3% | -38.7% | +18.4% | -11.8% |
| 1Y | -49.3% | -40.1% | -9.2% | -43.6% |
| 3Y | +137.8% | +30.6% | +107.2% | +117.4% |
| 5Y | +48.3% | +45.8% | +2.5% | +30.0% |
| 10Y | +526.8% | +8.1% | +518.7% | +446.2% |
| All | +2,371.8% | +2,902.5% | -530.7% | +1,016.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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