-25.4%
MSTR vs TEM
+79.0%
-104.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.7% | +3.2% | -0.6% |
| 7D | -13.4% | -5.9% | -7.6% | -12.0% |
| 30D | -22.1% | +4.8% | -26.9% | -23.5% |
| 3M | +15.0% | +31.9% | -16.9% | +2.9% |
| 6M | -37.3% | +56.0% | -93.3% | -47.6% |
| YTD | -26.5% | +21.3% | -47.8% | -34.4% |
| 1Y | -46.5% | +5.4% | -51.9% | -50.3% |
| All | -25.4% | +79.0% | -104.4% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling