+154.2%
MSTR vs TLT
+4.4%
+149.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -4.0% | +0.3% | -4.2% | -4.0% |
| 30D | -18.6% | +5.1% | -23.7% | -19.6% |
| 3M | +25.6% | -0.2% | +25.8% | +25.5% |
| 6M | -33.1% | -2.9% | -30.1% | -32.9% |
| YTD | -17.3% | -2.7% | -14.7% | -17.1% |
| 1Y | -48.1% | -4.6% | -43.5% | -47.9% |
| 3Y | +154.2% | +6.1% | +148.1% | +176.0% |
| All | +154.2% | +4.4% | +149.8% | +176.0% |
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 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