-16.0%
MSTR vs TEM
+111.1%
-127.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.0% | -13.6% | -6.1% |
| 7D | -4.0% | +7.6% | -11.5% | -6.5% |
| 30D | -18.6% | +19.0% | -37.7% | -23.4% |
| 3M | +25.6% | +62.2% | -36.7% | +5.1% |
| 6M | -33.1% | +69.4% | -102.4% | -45.5% |
| YTD | -17.3% | +43.0% | -60.3% | -30.0% |
| 1Y | -48.1% | +18.0% | -66.1% | -53.5% |
| All | -16.0% | +111.1% | -127.1% | -39.3% |
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