+49.9%
MSTR vs TMF
-88.0%
+137.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | -15.9% | +19.7% | -35.7% | -17.1% |
| 3M | +33.1% | -2.1% | +35.2% | +33.2% |
| 6M | -31.0% | -13.4% | -17.5% | -30.4% |
| YTD | -15.1% | -16.7% | +1.6% | -14.3% |
| 1Y | -45.6% | -23.3% | -22.3% | -44.9% |
| 3Y | +180.5% | -24.8% | +205.3% | +180.6% |
| All | +49.9% | -88.0% | +137.9% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling