+554.5%
MSTR vs TER
+1,026.7%
-472.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.7% | -15.3% | -8.8% |
| 7D | -4.0% | -5.8% | +1.8% | -2.3% |
| 30D | -18.6% | -38.9% | +20.3% | +2.1% |
| 3M | +25.6% | -35.1% | +60.7% | +49.7% |
| 6M | -33.1% | -31.6% | -1.5% | -28.2% |
| YTD | -17.3% | +27.2% | -44.6% | -40.6% |
| 1Y | -48.1% | +35.2% | -83.3% | -64.1% |
| 3Y | +154.2% | +192.8% | -38.6% | +0.9% |
| 5Y | +46.2% | +72.4% | -26.2% | -20.1% |
| 10Y | +554.5% | +1,001.8% | -447.3% | +103.4% |
| All | +554.5% | +1,026.7% | -472.2% | +103.4% |
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