+750.3%
MSTR vs TE
-78.8%
+829.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.6% | +6.0% | -1.0% |
| 7D | -10.7% | -26.9% | +16.1% | -3.1% |
| 30D | -21.6% | -38.9% | +17.4% | -11.2% |
| 3M | +24.4% | -61.0% | +85.4% | +56.9% |
| 6M | -35.5% | -66.4% | +30.9% | -22.0% |
| YTD | -20.3% | -69.0% | +48.7% | -6.1% |
| 1Y | -49.3% | -54.0% | +4.7% | -48.4% |
| 3Y | +137.8% | +38.0% | +99.8% | +16.3% |
| 5Y | +48.3% | -81.0% | +129.3% | +46.2% |
| All | +750.3% | -78.8% | +829.1% | +811.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling