+113.8%
MSTR vs TNA
-21.0%
+134.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.5% |
| 7D | +9.3% | +4.1% | +5.2% | +6.3% |
| 30D | +36.5% | -7.6% | +44.1% | +44.3% |
| 3M | +7.3% | +8.1% | -0.8% | +0.5% |
| 6M | +2.2% | +49.0% | -46.8% | -25.2% |
| YTD | -10.2% | +51.7% | -61.9% | -34.7% |
| 1Y | -58.6% | +59.6% | -118.2% | -71.6% |
| 3Y | +283.2% | +118.9% | +164.3% | +79.4% |
| 5Y | +113.8% | -19.2% | +132.9% | +83.1% |
| All | +113.8% | -21.0% | +134.8% | +83.1% |
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