-13.8%
MSTR vs TEM
+90.1%
-103.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.0% | -8.3% | -2.8% |
| 7D | -1.2% | +5.3% | -6.5% | -3.1% |
| 30D | -15.9% | +8.1% | -24.0% | -18.1% |
| 3M | +33.1% | +64.9% | -31.8% | +11.1% |
| 6M | -31.0% | +42.1% | -73.1% | -40.5% |
| YTD | -15.1% | +28.8% | -43.9% | -25.4% |
| 1Y | -45.6% | +5.5% | -51.1% | -49.4% |
| All | -13.8% | +90.1% | -103.9% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling