+180.5%
MSTR vs TE
-36.2%
+216.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.0% |
| 7D | -1.2% | -12.6% | +11.4% | +1.3% |
| 30D | -15.9% | -36.7% | +20.8% | -8.5% |
| 3M | +33.1% | -57.5% | +90.6% | +55.1% |
| 6M | -31.0% | -55.2% | +24.2% | -24.9% |
| YTD | -15.1% | -64.7% | +49.5% | -5.6% |
| 1Y | -45.6% | -35.9% | -9.8% | -47.5% |
| 3Y | +180.5% | -31.8% | +212.3% | +91.0% |
| All | +180.5% | -36.2% | +216.7% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling