+50.7%
MSTR vs TNA
-42.9%
+93.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | -0.8% |
| 7D | -14.2% | -2.1% | -12.0% | -13.7% |
| 30D | -19.9% | +3.1% | -23.0% | -22.1% |
| 3M | +27.3% | -20.2% | +47.5% | +48.3% |
| 6M | -37.6% | -10.0% | -27.5% | -34.5% |
| YTD | -19.5% | +30.3% | -49.8% | -35.5% |
| 1Y | -47.1% | +31.1% | -78.2% | -58.4% |
| 3Y | +140.3% | +149.4% | -9.1% | +0.9% |
| All | +50.7% | -42.9% | +93.6% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling