+782.0%
MSTR vs TE
-76.6%
+858.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.8% |
| 7D | -4.0% | -10.5% | +6.6% | -1.2% |
| 30D | -18.6% | -32.4% | +13.8% | -10.3% |
| 3M | +25.6% | -60.9% | +86.4% | +58.1% |
| 6M | -33.1% | -62.8% | +29.8% | -21.3% |
| YTD | -17.3% | -65.7% | +48.4% | -5.2% |
| 1Y | -48.1% | -39.9% | -8.2% | -51.3% |
| 3Y | +154.2% | +10.6% | +143.6% | +34.7% |
| 5Y | +46.2% | -79.7% | +125.9% | +42.0% |
| All | +782.0% | -76.6% | +858.6% | +820.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling