+731.6%
MSTR vs TFC
+105.4%
+626.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | +2.4% | +9.7% | +10.8% |
| 30D | +45.2% | -1.3% | +46.5% | +45.6% |
| 3M | +10.4% | +6.1% | +4.3% | +6.0% |
| 6M | -2.5% | +7.3% | -9.8% | -7.0% |
| YTD | -6.0% | +8.2% | -14.2% | -11.0% |
| 1Y | -56.4% | +14.4% | -70.8% | -60.0% |
| 3Y | +306.3% | +93.7% | +212.6% | +195.4% |
| 5Y | +100.5% | +16.4% | +84.1% | +82.9% |
| All | +731.6% | +105.4% | +626.2% | +493.5% |
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