+677.4%
MSTR vs TNA
+74.0%
+603.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -0.7% |
| 7D | +7.7% | -3.6% | +11.3% | +9.8% |
| 30D | +36.3% | -10.1% | +46.4% | +43.7% |
| 3M | +13.4% | +2.7% | +10.7% | +11.4% |
| 6M | -4.5% | +38.4% | -42.9% | -19.7% |
| YTD | -12.7% | +45.4% | -58.1% | -27.7% |
| 1Y | -59.6% | +55.9% | -115.6% | -68.0% |
| 3Y | +272.5% | +109.8% | +162.6% | +145.0% |
| 5Y | +107.1% | -22.5% | +129.7% | +101.9% |
| 10Y | +677.4% | +87.5% | +589.8% | +423.0% |
| All | +677.4% | +74.0% | +603.4% | +423.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling