+736.9%
MSTR vs TLT
-21.2%
+758.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +12.2% | -0.4% | +12.6% | +12.2% |
| 30D | +45.2% | -0.6% | +45.7% | +45.1% |
| 3M | +10.4% | -2.7% | +13.1% | +10.3% |
| 6M | -2.5% | -5.6% | +3.1% | -2.7% |
| YTD | -6.0% | -2.8% | -3.2% | -6.1% |
| 1Y | -56.4% | -1.4% | -55.0% | -56.4% |
| 3Y | +306.3% | -1.6% | +307.9% | +305.2% |
| 5Y | +100.5% | -33.8% | +134.3% | +81.2% |
| All | +736.9% | -21.2% | +758.1% | +704.2% |
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