+526.8%
MSTR vs TECH
+190.5%
+336.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -10.7% | +0.2% | -11.0% | -10.8% |
| 30D | -21.6% | +0.5% | -22.1% | -21.8% |
| 3M | +24.4% | +1.1% | +23.3% | +23.7% |
| 6M | -35.5% | +51.0% | -86.5% | -51.2% |
| YTD | -20.3% | +24.4% | -44.7% | -34.2% |
| 1Y | -49.3% | +27.4% | -76.8% | -59.2% |
| 3Y | +137.8% | +28.5% | +109.3% | +76.1% |
| 5Y | +48.3% | -40.9% | +89.2% | +87.2% |
| 10Y | +526.8% | +192.5% | +334.3% | +293.1% |
| All | +526.8% | +190.5% | +336.3% | +293.1% |
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