+3,156.9%
MSTR vs TMF
-69.1%
+3,226.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -9.9% | -9.2% |
| 7D | -8.7% | +2.7% | -11.4% | -8.4% |
| 30D | -21.4% | +19.3% | -40.7% | -19.8% |
| 3M | +31.4% | -3.7% | +35.1% | +30.9% |
| 6M | -30.8% | -11.3% | -19.5% | -31.7% |
| YTD | -14.9% | -16.6% | +1.7% | -16.5% |
| 1Y | -49.3% | -21.1% | -28.2% | -50.6% |
| 3Y | +184.8% | -26.8% | +211.7% | +180.2% |
| 5Y | +62.1% | -88.0% | +150.2% | +21.9% |
| 10Y | +580.0% | -84.7% | +664.7% | +485.0% |
| All | +3,156.9% | -69.1% | +3,226.0% | +4,079.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling