+181.3%
MSTR vs TPR
+412.6%
-231.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.1% | -16.4% | -12.3% |
| 7D | -8.7% | +13.9% | -22.6% | -14.0% |
| 30D | -21.4% | +14.9% | -36.3% | -26.5% |
| 3M | +31.4% | -15.4% | +46.8% | +39.3% |
| 6M | -30.8% | -4.5% | -26.3% | -31.7% |
| YTD | -14.9% | +6.0% | -20.9% | -20.8% |
| 1Y | -49.3% | +24.3% | -73.6% | -57.1% |
| All | +181.3% | +412.6% | -231.3% | +19.9% |
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