-8.7%
MSTR vs TEM
+60.7%
-69.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | +9.3% | +3.2% | +6.1% | +8.4% |
| 30D | +36.5% | +23.5% | +13.0% | +27.4% |
| 3M | +7.3% | +32.3% | -25.0% | -3.1% |
| 6M | +2.2% | +23.0% | -20.8% | -6.4% |
| YTD | -10.2% | +8.9% | -19.0% | -15.1% |
| 1Y | -58.6% | -19.9% | -38.8% | -57.4% |
| All | -8.7% | +60.7% | -69.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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