+305.0%
MSTR vs TLN
+716.6%
-411.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | -0.6% |
| 7D | -14.2% | +15.9% | -30.1% | -18.7% |
| 30D | -19.9% | -0.3% | -19.6% | -20.2% |
| 3M | +27.3% | +5.8% | +21.5% | +23.0% |
| 6M | -37.6% | -1.2% | -36.3% | -39.0% |
| YTD | -19.5% | +1.0% | -20.5% | -23.9% |
| 1Y | -47.1% | +1.1% | -48.2% | -50.2% |
| 3Y | +140.3% | +591.7% | -451.4% | -30.5% |
| All | +305.0% | +716.6% | -411.7% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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