+283.2%
MSTR vs TE
-20.2%
+303.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.0% | -14.4% | -6.4% |
| 7D | +9.3% | +18.2% | -8.9% | +5.7% |
| 30D | +36.5% | -13.5% | +50.0% | +39.6% |
| 3M | +7.3% | -44.6% | +51.9% | +17.4% |
| 6M | +2.2% | -24.7% | +26.9% | 0.0% |
| YTD | -10.2% | -24.3% | +14.1% | -13.1% |
| 1Y | -58.6% | +155.6% | -214.2% | -71.2% |
| 3Y | +283.2% | -18.3% | +301.4% | +192.9% |
| All | +283.2% | -20.2% | +303.4% | +192.9% |
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 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