+408.3%
MSTR vs TPR
+8,117.6%
-7,709.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.1% | -16.4% | -11.7% |
| 7D | -8.7% | +13.9% | -22.6% | -12.9% |
| 30D | -21.4% | +14.9% | -36.3% | -25.4% |
| 3M | +31.4% | -15.4% | +46.8% | +36.5% |
| 6M | -30.8% | -4.5% | -26.3% | -31.4% |
| YTD | -14.9% | +6.0% | -20.9% | -19.0% |
| 1Y | -49.3% | +24.3% | -73.6% | -54.4% |
| 3Y | +184.8% | +412.8% | -228.0% | +58.1% |
| 5Y | +62.1% | +258.4% | -196.3% | +3.4% |
| 10Y | +580.0% | +396.8% | +183.1% | +250.4% |
| All | +408.3% | +8,117.6% | -7,709.3% | +43.1% |
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