+287.2%
MSTR vs TPG
+86.5%
+200.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | +0.6% |
| 7D | +7.7% | -6.5% | +14.2% | +14.5% |
| 30D | +36.3% | +0.1% | +36.3% | +36.1% |
| 3M | +13.4% | +14.5% | -1.1% | -0.8% |
| 6M | -4.5% | +17.3% | -21.8% | -18.9% |
| YTD | -12.7% | -20.5% | +7.8% | +6.1% |
| 1Y | -59.6% | -13.2% | -46.4% | -55.7% |
| All | +287.2% | +86.5% | +200.8% | +163.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling