+287.2%
MSTR vs TMO
+18.6%
+268.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +7.7% | -0.5% | +8.2% | +8.0% |
| 30D | +36.3% | +1.0% | +35.3% | +36.2% |
| 3M | +13.4% | +22.7% | -9.3% | +4.4% |
| 6M | -4.5% | +19.0% | -23.5% | -11.2% |
| YTD | -12.7% | +4.7% | -17.4% | -13.5% |
| 1Y | -59.6% | +26.0% | -85.6% | -63.5% |
| All | +287.2% | +18.6% | +268.6% | +290.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling