+521.9%
MSTR vs TPR
+378.8%
+143.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.7% |
| 7D | -14.2% | +6.4% | -20.6% | -16.7% |
| 30D | -19.9% | +13.8% | -33.6% | -24.4% |
| 3M | +27.3% | -16.6% | +44.0% | +34.2% |
| 6M | -37.6% | +0.7% | -38.2% | -39.4% |
| YTD | -19.5% | +5.3% | -24.8% | -24.1% |
| 1Y | -47.1% | +32.4% | -79.5% | -55.0% |
| 3Y | +140.3% | +406.4% | -266.1% | +16.4% |
| 5Y | +49.5% | +227.9% | -178.4% | -15.5% |
| 10Y | +521.9% | +371.7% | +150.1% | +201.7% |
| All | +521.9% | +378.8% | +143.0% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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