+167.5%
MSTR vs TPG
+74.1%
+93.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.4% |
| 7D | -8.3% | -9.4% | +1.1% | +0.2% |
| 30D | +38.1% | -5.3% | +43.4% | +44.8% |
| 3M | +9.0% | +12.9% | -3.9% | -3.9% |
| 6M | -5.3% | +20.1% | -25.4% | -21.7% |
| YTD | -13.8% | -22.5% | +8.7% | +6.4% |
| 1Y | -59.8% | -19.7% | -40.1% | -52.8% |
| 3Y | +282.2% | +81.2% | +201.0% | +113.7% |
| All | +167.5% | +74.1% | +93.4% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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