+372.6%
MSTR vs TLN
+583.6%
-210.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -2.8% |
| 7D | +12.2% | +7.1% | +5.1% | +9.4% |
| 30D | +45.2% | -3.9% | +49.1% | +46.8% |
| 3M | +10.4% | -16.2% | +26.5% | +16.0% |
| 6M | -2.5% | -5.8% | +3.3% | -2.9% |
| YTD | -6.0% | -15.4% | +9.4% | -4.1% |
| 1Y | -56.4% | -16.7% | -39.7% | -55.4% |
| 3Y | +306.3% | +473.8% | -167.5% | +26.9% |
| All | +372.6% | +583.6% | -210.9% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling