+180.5%
MSTR vs TLT
+6.1%
+174.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -15.9% | +6.2% | -22.1% | -17.0% |
| 3M | +33.1% | -0.3% | +33.5% | +33.2% |
| 6M | -31.0% | -3.4% | -27.6% | -30.7% |
| YTD | -15.1% | -3.1% | -12.0% | -14.8% |
| 1Y | -45.6% | -5.2% | -40.4% | -45.4% |
| 3Y | +180.5% | +6.5% | +174.0% | +202.8% |
| All | +180.5% | +6.1% | +174.4% | +202.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling