+690.7%
MSTR vs TECH
+178.6%
+512.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | +9.3% | +0.2% | +9.1% | +9.2% |
| 30D | +36.5% | +0.1% | +36.4% | +36.5% |
| 3M | +7.3% | +37.5% | -30.2% | -13.7% |
| 6M | +2.2% | +34.6% | -32.3% | -19.4% |
| YTD | -10.2% | +23.5% | -33.6% | -25.4% |
| 1Y | -58.6% | +34.4% | -93.0% | -67.9% |
| 3Y | +283.2% | +2.3% | +280.9% | +231.1% |
| 5Y | +113.8% | -41.7% | +155.5% | +169.9% |
| 10Y | +690.7% | +177.6% | +513.1% | +409.6% |
| All | +690.7% | +178.6% | +512.1% | +409.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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