+181.3%
MSTR vs TMF
-25.2%
+206.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -9.9% | -9.3% |
| 7D | -8.7% | +2.7% | -11.4% | -8.9% |
| 30D | -21.4% | +19.3% | -40.7% | -22.4% |
| 3M | +31.4% | -3.7% | +35.1% | +31.6% |
| 6M | -30.8% | -11.3% | -19.5% | -30.6% |
| YTD | -14.9% | -16.6% | +1.7% | -14.5% |
| 1Y | -49.3% | -21.1% | -28.2% | -49.0% |
| All | +181.3% | -25.2% | +206.5% | +203.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling