+831.9%
MSTR vs TE
-49.8%
+881.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.0% |
| 7D | +7.7% | +15.0% | -7.3% | +3.6% |
| 30D | +36.3% | -7.5% | +43.9% | +38.3% |
| 3M | +13.4% | -42.0% | +55.4% | +26.5% |
| 6M | -4.5% | -31.4% | +26.9% | -5.8% |
| YTD | -12.7% | -26.5% | +13.8% | -17.2% |
| 1Y | -59.6% | +153.1% | -212.7% | -76.6% |
| 3Y | +272.5% | -20.7% | +293.1% | +156.0% |
| 5Y | +107.1% | -45.4% | +152.6% | +52.6% |
| All | +831.9% | -49.8% | +881.7% | +703.2% |
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 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