+461.4%
MSTR vs TPR
+7,380.8%
-6,919.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -2.3% | +14.5% | +13.0% |
| 30D | +45.2% | -23.0% | +68.1% | +56.6% |
| 3M | +10.4% | -12.5% | +22.9% | +13.9% |
| 6M | -2.5% | -21.4% | +18.9% | +4.1% |
| YTD | -6.0% | -3.5% | -2.5% | -7.1% |
| 1Y | -56.4% | +17.4% | -73.8% | -59.8% |
| 3Y | +306.3% | +291.3% | +15.0% | +148.0% |
| 5Y | +100.5% | +241.9% | -141.4% | +31.0% |
| 10Y | +741.1% | +322.7% | +418.4% | +358.7% |
| All | +461.4% | +7,380.8% | -6,919.4% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling