+677.4%
MSTR vs TGT
+208.0%
+469.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.5% |
| 7D | +7.7% | -3.6% | +11.3% | +9.4% |
| 30D | +36.3% | +4.4% | +31.9% | +34.0% |
| 3M | +13.4% | +25.4% | -12.0% | +2.1% |
| 6M | -4.5% | +33.4% | -37.9% | -16.7% |
| YTD | -12.7% | +65.6% | -78.3% | -30.6% |
| 1Y | -59.6% | +80.3% | -139.9% | -69.1% |
| 3Y | +272.5% | +42.1% | +230.3% | +188.8% |
| 5Y | +107.1% | -25.0% | +132.1% | +111.1% |
| 10Y | +677.4% | +208.2% | +469.2% | +504.1% |
| All | +677.4% | +208.0% | +469.4% | +504.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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