+308.9%
MSTR vs TER
+234.6%
+74.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -3.4% |
| 7D | +12.2% | +0.6% | +11.5% | +11.8% |
| 30D | +45.2% | -8.3% | +53.4% | +48.9% |
| 3M | +10.4% | -12.2% | +22.6% | +10.0% |
| 6M | -2.5% | +17.1% | -19.6% | -17.9% |
| YTD | -6.0% | +84.7% | -90.7% | -36.5% |
| 1Y | -56.4% | +199.9% | -256.3% | -77.4% |
| All | +308.9% | +234.6% | +74.3% | +100.4% |
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 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