+298.4%
MSTR vs TKO
+108.0%
+190.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.0% | -9.4% | -5.8% |
| 7D | +9.3% | +7.2% | +2.2% | +7.0% |
| 30D | +36.5% | +4.7% | +31.8% | +34.2% |
| 3M | +7.3% | -3.2% | +10.5% | +7.5% |
| 6M | +2.2% | -2.9% | +5.1% | +2.0% |
| YTD | -10.2% | -5.8% | -4.4% | -9.7% |
| 1Y | -58.6% | -1.1% | -57.6% | -59.2% |
| All | +298.4% | +108.0% | +190.4% | +255.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling