+278.7%
MSTR vs TLN
+733.8%
-455.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -7.2% |
| 7D | -11.5% | +22.3% | -33.8% | -17.8% |
| 30D | -24.8% | +1.2% | -26.0% | -25.6% |
| 3M | +20.6% | +5.9% | +14.7% | +16.5% |
| 6M | -38.0% | +3.2% | -41.2% | -40.4% |
| YTD | -24.7% | +3.2% | -27.9% | -29.4% |
| 1Y | -49.1% | +5.2% | -54.3% | -52.8% |
| 3Y | +124.7% | +606.3% | -481.6% | -35.5% |
| All | +278.7% | +733.8% | -455.1% | +17.1% |
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