-42.3%
MSTR vs TLT
-5.4%
-36.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.4% |
| 7D | -1.8% | +1.0% | -2.8% | -2.7% |
| 30D | -13.3% | +6.0% | -19.3% | -18.4% |
| 3M | +46.0% | -0.9% | +46.9% | +47.1% |
| 6M | -22.4% | -2.3% | -20.2% | -21.4% |
| YTD | -6.2% | -3.3% | -2.9% | -4.1% |
| 1Y | -42.3% | -5.6% | -36.7% | -40.7% |
| All | -42.3% | -5.4% | -36.9% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 1y: compounded portfolio wealth divided by compounded TLT 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…
1y analysis · Full analysis span regression · 6 months rolling