+683.9%
MSTR vs TE
-80.5%
+764.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.6% |
| 7D | -13.4% | -19.1% | +5.6% | -8.3% |
| 30D | -22.1% | -34.1% | +12.1% | -13.5% |
| 3M | +15.0% | -60.1% | +75.1% | +44.5% |
| 6M | -37.3% | -66.0% | +28.7% | -24.6% |
| YTD | -26.5% | -71.4% | +44.9% | -11.5% |
| 1Y | -46.5% | -45.3% | -1.2% | -48.2% |
| 3Y | +121.1% | +9.1% | +111.9% | +18.8% |
| 5Y | +37.5% | -82.6% | +120.1% | +39.0% |
| All | +683.9% | -80.5% | +764.4% | +758.9% |
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