+46.2%
MSTR vs TGT
-23.3%
+69.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -5.2% |
| 7D | -4.0% | +4.7% | -8.7% | -6.4% |
| 30D | -18.6% | +8.0% | -26.6% | -22.3% |
| 3M | +25.6% | +11.7% | +13.9% | +17.7% |
| 6M | -33.1% | +34.7% | -67.8% | -44.8% |
| YTD | -17.3% | +74.4% | -91.7% | -41.4% |
| 1Y | -48.1% | +89.2% | -137.3% | -65.1% |
| 3Y | +154.2% | +73.4% | +80.8% | +43.4% |
| 5Y | +46.2% | -24.0% | +70.2% | +54.2% |
| All | +46.2% | -23.3% | +69.5% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling