+521.9%
MSTR vs TFC
+81.3%
+440.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -14.2% | -1.2% | -13.0% | -13.6% |
| 30D | -19.9% | +7.8% | -27.6% | -22.9% |
| 3M | +27.3% | -3.0% | +30.3% | +28.9% |
| 6M | -37.6% | +5.8% | -43.4% | -40.0% |
| YTD | -19.5% | +5.3% | -24.8% | -22.6% |
| 1Y | -47.1% | +15.7% | -62.8% | -51.7% |
| 3Y | +140.3% | +94.8% | +45.5% | +75.2% |
| 5Y | +49.5% | 0.0% | +49.5% | +43.9% |
| 10Y | +521.9% | +79.0% | +442.8% | +391.0% |
| All | +521.9% | +81.3% | +440.5% | +391.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling