+521.9%
MSTR vs TMF
-81.8%
+603.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -14.2% | -3.4% | -10.8% | -14.2% |
| 30D | -19.9% | +11.5% | -31.4% | -19.9% |
| 3M | +27.3% | -4.5% | +31.8% | +27.3% |
| 6M | -37.6% | -15.0% | -22.6% | -37.6% |
| YTD | -19.5% | -19.9% | +0.4% | -19.6% |
| 1Y | -47.1% | -26.6% | -20.5% | -47.2% |
| 3Y | +140.3% | -29.8% | +170.1% | +140.0% |
| 5Y | +49.5% | -88.2% | +137.7% | +33.7% |
| 10Y | +521.9% | -81.4% | +603.2% | +500.4% |
| All | +521.9% | -81.8% | +603.6% | +500.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling