+659.5%
MSTR vs TMO
+338.2%
+321.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | -8.3% | -0.6% | -7.6% | -7.9% |
| 30D | +38.1% | +1.1% | +37.0% | +37.8% |
| 3M | +9.0% | +28.3% | -19.3% | -6.4% |
| 6M | -5.3% | +23.3% | -28.6% | -17.6% |
| YTD | -13.8% | +5.5% | -19.3% | -17.6% |
| 1Y | -59.8% | +24.5% | -84.4% | -65.4% |
| 3Y | +282.2% | +19.6% | +262.6% | +227.5% |
| 5Y | +112.8% | +8.1% | +104.6% | +99.7% |
| All | +659.5% | +338.2% | +321.2% | +354.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 10y: compounded portfolio wealth divided by compounded TMO 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…
10y analysis · Full analysis span regression · 6 months rolling