-42.3%
MSTR vs TMF
-23.9%
-18.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.4% |
| 7D | -1.8% | +4.0% | -5.8% | -3.0% |
| 30D | -13.3% | +19.5% | -32.8% | -18.6% |
| 3M | +46.0% | -3.5% | +49.5% | +47.0% |
| 6M | -22.4% | -10.6% | -11.9% | -21.0% |
| YTD | -6.2% | -17.1% | +10.9% | -3.4% |
| 1Y | -42.3% | -24.3% | -18.0% | -40.5% |
| All | -42.3% | -23.9% | -18.4% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling