-47.1%
MSTR vs TEM
+10.9%
-58.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.6% |
| 7D | -14.2% | +5.1% | -19.2% | -16.1% |
| 30D | -19.9% | +16.8% | -36.7% | -24.9% |
| 3M | +27.3% | +42.6% | -15.3% | +6.3% |
| 6M | -37.6% | +63.9% | -101.5% | -51.5% |
| YTD | -19.5% | +34.5% | -54.0% | -35.4% |
| 1Y | -47.1% | +11.0% | -58.1% | -54.3% |
| All | -47.1% | +10.9% | -58.1% | -54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling