+736.9%
MSTR vs TPR
+321.0%
+415.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -2.3% | +14.5% | +13.2% |
| 30D | +45.2% | -23.0% | +68.1% | +59.1% |
| 3M | +10.4% | -12.5% | +22.9% | +14.5% |
| 6M | -2.5% | -21.4% | +18.9% | +5.4% |
| YTD | -6.0% | -3.5% | -2.5% | -7.5% |
| 1Y | -56.4% | +17.4% | -73.8% | -60.6% |
| 3Y | +306.3% | +291.3% | +15.0% | +119.7% |
| 5Y | +100.5% | +241.9% | -141.4% | +14.9% |
| All | +736.9% | +321.0% | +415.9% | +316.6% |
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