+154.2%
MSTR vs TRGP
+247.0%
-92.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -3.8% |
| 7D | -4.0% | -7.2% | +3.2% | -1.6% |
| 30D | -18.6% | -4.2% | -14.5% | -17.9% |
| 3M | +25.6% | +7.0% | +18.6% | +20.4% |
| 6M | -33.1% | +11.2% | -44.3% | -38.6% |
| YTD | -17.3% | +51.1% | -68.5% | -37.3% |
| 1Y | -48.1% | +62.0% | -110.1% | -62.5% |
| 3Y | +154.2% | +248.2% | -94.0% | +66.7% |
| All | +154.2% | +247.0% | -92.8% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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