+26,837.5%
MSTR vs TLT
+129.8%
+26,707.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.2% |
| 7D | -8.7% | +0.5% | -9.2% | -8.5% |
| 30D | -21.4% | +6.0% | -27.4% | -19.5% |
| 3M | +31.4% | -0.9% | +32.4% | +30.9% |
| 6M | -30.8% | -2.6% | -28.2% | -31.7% |
| YTD | -14.9% | -3.1% | -11.8% | -16.2% |
| 1Y | -49.3% | -4.4% | -44.9% | -50.3% |
| 3Y | +184.8% | +5.5% | +179.4% | +192.9% |
| 5Y | +62.1% | -34.7% | +96.8% | +27.2% |
| 10Y | +580.0% | -17.6% | +597.6% | +539.3% |
| All | +26,837.5% | +129.8% | +26,707.7% | +49,331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling