+49.5%
MSTR vs TLT
-34.9%
+84.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -14.2% | -1.0% | -13.1% | -14.0% |
| 30D | -19.9% | +3.7% | -23.5% | -20.5% |
| 3M | +27.3% | -0.8% | +28.1% | +27.5% |
| 6M | -37.6% | -3.6% | -34.0% | -37.2% |
| YTD | -19.5% | -3.9% | -15.6% | -18.9% |
| 1Y | -47.1% | -6.2% | -40.9% | -46.5% |
| 3Y | +140.3% | +4.2% | +136.1% | +137.1% |
| 5Y | +49.5% | -34.7% | +84.2% | +22.4% |
| All | +49.5% | -34.9% | +84.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling