+481.0%
MSTR vs TLT
-12.6%
+493.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -13.4% | -3.1% | -10.3% | -13.4% |
| 30D | -22.1% | +1.0% | -23.1% | -22.1% |
| 3M | +15.0% | -2.7% | +17.7% | +14.9% |
| 6M | -37.3% | -4.1% | -33.2% | -37.3% |
| YTD | -26.5% | -5.4% | -21.2% | -26.6% |
| 1Y | -46.5% | -7.0% | -39.5% | -46.6% |
| 3Y | +121.1% | +2.8% | +118.2% | +121.9% |
| 5Y | +37.5% | -35.4% | +72.9% | +24.2% |
| All | +481.0% | -12.6% | +493.6% | +476.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling