+181.3%
MSTR vs TER
+144.0%
+37.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.2% | +6.0% | -3.7% |
| 7D | -8.7% | -28.2% | +19.5% | +2.8% |
| 30D | -21.4% | -50.6% | +29.1% | +1.0% |
| 3M | +31.4% | -45.3% | +76.8% | +60.7% |
| 6M | -30.8% | -40.4% | +9.6% | -23.3% |
| YTD | -14.9% | +10.0% | -24.9% | -31.4% |
| 1Y | -49.3% | +13.6% | -62.9% | -59.8% |
| All | +181.3% | +144.0% | +37.3% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling