+326.7%
MSTR vs TLN
+630.2%
-303.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -2.8% |
| 7D | -1.2% | -1.3% | +0.1% | -1.2% |
| 30D | -15.9% | -10.5% | -5.4% | -13.0% |
| 3M | +33.1% | +0.1% | +33.0% | +31.2% |
| 6M | -31.0% | -17.4% | -13.6% | -28.0% |
| YTD | -15.1% | -9.7% | -5.5% | -16.5% |
| 1Y | -45.6% | -12.3% | -33.4% | -46.1% |
| 3Y | +180.5% | +528.3% | -347.8% | -16.2% |
| All | +326.7% | +630.2% | -303.5% | +38.6% |
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