+162.6%
MSTR vs TPG
+71.4%
+91.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | +0.5% |
| 7D | -11.2% | -11.8% | +0.6% | -0.7% |
| 30D | +33.8% | -6.3% | +40.0% | +41.6% |
| 3M | +11.5% | +13.6% | -2.1% | -2.2% |
| 6M | -7.2% | +13.8% | -21.0% | -19.5% |
| YTD | -15.4% | -23.7% | +8.3% | +6.0% |
| 1Y | -60.6% | -18.2% | -42.4% | -54.7% |
| 3Y | +260.8% | +80.1% | +180.7% | +102.7% |
| All | +162.6% | +71.4% | +91.2% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling