+481.0%
MSTR vs TKO
+1,121.1%
-640.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.7% |
| 7D | -13.4% | +2.3% | -15.7% | -14.1% |
| 30D | -22.1% | +13.4% | -35.4% | -25.2% |
| 3M | +15.0% | -1.7% | +16.7% | +15.2% |
| 6M | -37.3% | +7.2% | -44.5% | -39.4% |
| YTD | -26.5% | -5.4% | -21.2% | -26.3% |
| 1Y | -46.5% | +8.7% | -55.2% | -48.9% |
| 3Y | +121.1% | +150.4% | -29.4% | +59.7% |
| 5Y | +37.5% | +276.6% | -239.1% | -15.4% |
| All | +481.0% | +1,121.1% | -640.1% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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