+731.6%
MSTR vs TER
+1,677.3%
-945.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -4.1% |
| 7D | +12.2% | +0.6% | +11.5% | +11.6% |
| 30D | +45.2% | -8.3% | +53.4% | +50.1% |
| 3M | +10.4% | -12.2% | +22.6% | +9.7% |
| 6M | -2.5% | +17.1% | -19.6% | -21.3% |
| YTD | -6.0% | +84.7% | -90.7% | -42.1% |
| 1Y | -56.4% | +199.9% | -256.3% | -80.4% |
| 3Y | +306.3% | +232.8% | +73.5% | +60.1% |
| 5Y | +100.5% | +198.6% | -98.1% | -12.4% |
| All | +731.6% | +1,677.3% | -945.6% | +107.0% |
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