+283.2%
MSTR vs TGT
+46.0%
+237.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.1% |
| 7D | +9.3% | -0.6% | +10.0% | +9.5% |
| 30D | +36.5% | +9.5% | +27.0% | +33.4% |
| 3M | +7.3% | +32.3% | -24.9% | -0.9% |
| 6M | +2.2% | +37.0% | -34.8% | -6.8% |
| YTD | -10.2% | +71.0% | -81.2% | -22.9% |
| 1Y | -58.6% | +85.0% | -143.6% | -65.2% |
| 3Y | +283.2% | +46.8% | +236.4% | +218.1% |
| All | +283.2% | +46.0% | +237.1% | +218.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling