-42.3%
MSTR vs TNA
+37.5%
-79.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.4% | +0.7% | +2.0% |
| 7D | -1.8% | +2.4% | -4.2% | -3.3% |
| 30D | -13.3% | -0.9% | -12.4% | -12.6% |
| 3M | +46.0% | -19.2% | +65.2% | +68.4% |
| 6M | -22.4% | -0.8% | -21.6% | -24.0% |
| YTD | -6.2% | +33.2% | -39.4% | -23.1% |
| 1Y | -42.3% | +38.5% | -80.8% | -53.8% |
| All | -42.3% | +37.5% | -79.8% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling