+120.4%
MSTR vs TER
+197.9%
-77.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -4.5% |
| 7D | +12.2% | +0.6% | +11.5% | +11.5% |
| 30D | +45.2% | -8.3% | +53.4% | +50.7% |
| 3M | +10.4% | -12.2% | +22.6% | +8.8% |
| 6M | -2.5% | +17.1% | -19.6% | -26.1% |
| YTD | -6.0% | +84.7% | -90.7% | -49.7% |
| 1Y | -56.4% | +199.9% | -256.3% | -84.7% |
| 3Y | +306.3% | +232.8% | +73.5% | +11.3% |
| All | +120.4% | +197.9% | -77.5% | -23.6% |
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