+46.2%
MSTR vs TMF
-88.4%
+134.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -4.0% | +0.6% | -4.6% | -4.0% |
| 30D | -18.6% | +16.3% | -34.9% | -19.6% |
| 3M | +25.6% | -2.7% | +28.3% | +25.7% |
| 6M | -33.1% | -13.2% | -19.9% | -32.5% |
| YTD | -17.3% | -16.7% | -0.7% | -16.6% |
| 1Y | -48.1% | -22.7% | -25.4% | -47.4% |
| 3Y | +154.2% | -26.1% | +180.3% | +154.8% |
| 5Y | +46.2% | -88.4% | +134.6% | +23.1% |
| All | +46.2% | -88.4% | +134.6% | +23.1% |
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