+49.5%
MSTR vs TER
+88.3%
-38.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.3% | -7.2% | -3.5% |
| 7D | -14.2% | +5.9% | -20.1% | -17.9% |
| 30D | -19.9% | -30.8% | +10.9% | -3.3% |
| 3M | +27.3% | -29.9% | +57.3% | +48.6% |
| 6M | -37.6% | -27.5% | -10.1% | -35.8% |
| YTD | -19.5% | +37.5% | -57.0% | -51.6% |
| 1Y | -47.1% | +50.3% | -97.4% | -70.5% |
| 3Y | +140.3% | +204.9% | -64.6% | -42.9% |
| 5Y | +49.5% | +89.2% | -39.7% | -45.9% |
| All | +49.5% | +88.3% | -38.8% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling