+1,124.1%
MSTR vs TER
+1,590.5%
-466.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.2% | +6.0% | -3.1% |
| 7D | -8.7% | -28.2% | +19.5% | +4.1% |
| 30D | -21.4% | -50.6% | +29.1% | +4.2% |
| 3M | +31.4% | -45.3% | +76.8% | +64.4% |
| 6M | -30.8% | -40.4% | +9.6% | -21.1% |
| YTD | -14.9% | +10.0% | -24.9% | -27.2% |
| 1Y | -49.3% | +13.6% | -62.9% | -57.3% |
| 3Y | +184.8% | +145.2% | +39.6% | +64.8% |
| 5Y | +62.1% | +50.4% | +11.8% | +21.2% |
| 10Y | +580.0% | +882.9% | -303.0% | +132.5% |
| All | +1,124.1% | +1,590.5% | -466.4% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling