+570.4%
MSTR vs TER
+897.7%
-327.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.6% |
| 7D | -1.2% | -20.5% | +19.3% | +9.9% |
| 30D | -15.9% | -47.0% | +31.1% | +13.9% |
| 3M | +33.1% | -43.3% | +76.4% | +70.7% |
| 6M | -31.0% | -42.9% | +11.9% | -18.3% |
| YTD | -15.1% | +12.9% | -28.0% | -34.8% |
| 1Y | -45.6% | +18.2% | -63.8% | -59.6% |
| 3Y | +180.5% | +151.8% | +28.7% | +21.2% |
| 5Y | +61.7% | +54.2% | +7.4% | -6.0% |
| All | +570.4% | +897.7% | -327.3% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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