+178.8%
MSTR vs TPG
+85.9%
+93.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -1.4% |
| 7D | +9.3% | -2.9% | +12.2% | +12.5% |
| 30D | +36.5% | +5.0% | +31.5% | +30.5% |
| 3M | +7.3% | +24.9% | -17.6% | -14.1% |
| 6M | +2.2% | +21.1% | -18.8% | -16.0% |
| YTD | -10.2% | -17.3% | +7.1% | +4.7% |
| 1Y | -58.6% | -9.8% | -48.8% | -56.4% |
| 3Y | +283.2% | +95.4% | +187.8% | +100.3% |
| All | +178.8% | +85.9% | +93.0% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling