+3,497.0%
MSTR vs TMF
-68.9%
+3,565.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +12.2% | -1.4% | +13.6% | +12.0% |
| 30D | +45.2% | -2.8% | +48.0% | +44.6% |
| 3M | +10.4% | -10.9% | +21.3% | +9.0% |
| 6M | -2.5% | -21.3% | +18.8% | -5.2% |
| YTD | -6.0% | -15.9% | +9.9% | -7.8% |
| 1Y | -56.4% | -15.7% | -40.7% | -57.2% |
| 3Y | +306.3% | -43.4% | +349.6% | +286.5% |
| 5Y | +100.5% | -87.8% | +188.2% | +51.7% |
| 10Y | +741.1% | -86.7% | +827.8% | +599.5% |
| All | +3,497.0% | -68.9% | +3,565.8% | +4,517.2% |
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