-56.4%
MSTR vs TPR
+18.6%
-75.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -2.3% | +14.5% | +12.8% |
| 30D | +45.2% | -23.0% | +68.1% | +56.9% |
| 3M | +10.4% | -12.5% | +22.9% | +12.6% |
| 6M | -2.5% | -21.4% | +18.9% | +3.7% |
| YTD | -6.0% | -3.5% | -2.5% | -5.2% |
| 1Y | -56.4% | +17.4% | -73.8% | -61.2% |
| All | -56.4% | +18.6% | -75.0% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling