+108.8%
MSTR vs TMO
+7.0%
+101.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.8% |
| 7D | -11.2% | -2.5% | -8.8% | -9.6% |
| 30D | +33.8% | -0.3% | +34.1% | +34.8% |
| 3M | +11.5% | +25.3% | -13.8% | -6.5% |
| 6M | -7.2% | +20.9% | -28.0% | -21.2% |
| YTD | -15.4% | +4.3% | -19.7% | -19.0% |
| 1Y | -60.6% | +27.0% | -87.7% | -68.3% |
| 3Y | +260.8% | +17.5% | +243.3% | +192.9% |
| 5Y | +108.8% | +6.9% | +101.9% | +93.4% |
| All | +108.8% | +7.0% | +101.8% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling