+49.5%
MSTR vs TKO
+288.0%
-238.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -14.2% | +3.1% | -17.3% | -15.3% |
| 30D | -19.9% | +15.0% | -34.9% | -24.5% |
| 3M | +27.3% | +2.9% | +24.5% | +25.2% |
| 6M | -37.6% | +9.0% | -46.6% | -40.9% |
| YTD | -19.5% | -3.4% | -16.1% | -20.1% |
| 1Y | -47.1% | +12.8% | -59.9% | -51.5% |
| 3Y | +140.3% | +158.0% | -17.7% | +47.2% |
| 5Y | +49.5% | +285.4% | -235.9% | -60.7% |
| All | +49.5% | +288.0% | -238.5% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling