+3,318.7%
MSTR vs TNA
+781.2%
+2,537.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | -13.4% | +3.7% | -17.1% | -14.9% |
| 30D | -22.1% | +4.4% | -26.5% | -23.4% |
| 3M | +15.0% | -26.7% | +41.6% | +30.2% |
| 6M | -37.3% | -12.8% | -24.5% | -34.2% |
| YTD | -26.5% | +22.7% | -49.2% | -32.2% |
| 1Y | -46.5% | +35.7% | -82.1% | -52.8% |
| 3Y | +121.1% | +134.6% | -13.5% | +56.6% |
| 5Y | +37.5% | -46.0% | +83.5% | +63.2% |
| 10Y | +467.3% | +38.0% | +429.3% | +308.1% |
| All | +3,318.7% | +781.2% | +2,537.5% | +975.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling