+269.4%
MSTR vs TLN
+710.8%
-441.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.3% | -1.5% |
| 7D | -13.4% | +11.0% | -24.5% | -16.7% |
| 30D | -22.1% | +4.9% | -27.0% | -23.9% |
| 3M | +15.0% | +4.9% | +10.0% | +11.4% |
| 6M | -37.3% | +7.1% | -44.4% | -40.7% |
| YTD | -26.5% | +0.3% | -26.9% | -30.5% |
| 1Y | -46.5% | +5.9% | -52.4% | -50.7% |
| 3Y | +121.1% | +578.5% | -457.4% | -35.4% |
| All | +269.4% | +710.8% | -441.4% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling