-56.4%
MSTR vs TE
+132.3%
-188.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | +12.2% | -4.0% | +16.1% | +12.8% |
| 30D | +45.2% | -15.9% | +61.1% | +48.4% |
| 3M | +10.4% | -60.5% | +70.9% | +23.2% |
| 6M | -2.5% | -35.2% | +32.7% | -1.2% |
| YTD | -6.0% | -31.1% | +25.1% | -5.7% |
| 1Y | -56.4% | +148.6% | -205.1% | -60.2% |
| All | -56.4% | +132.3% | -188.7% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling