+161.0%
MSTR vs TPR
+389.0%
-228.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -1.2% | +14.2% | -15.4% | -7.1% |
| 30D | -15.9% | +17.1% | -33.0% | -22.0% |
| 3M | +33.1% | -17.7% | +50.8% | +43.1% |
| 6M | -31.0% | -10.2% | -20.8% | -29.6% |
| YTD | -15.1% | +4.9% | -20.1% | -20.7% |
| 1Y | -45.6% | +36.1% | -81.8% | -56.4% |
| All | +161.0% | +389.0% | -228.1% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling