+108.8%
MSTR vs TRI
-11.1%
+120.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.3% |
| 7D | -11.2% | -14.4% | +3.1% | -2.2% |
| 30D | +33.8% | -8.1% | +41.9% | +41.4% |
| 3M | +11.5% | +17.5% | -6.1% | -3.8% |
| 6M | -7.2% | -5.0% | -2.2% | -8.1% |
| YTD | -15.4% | -24.7% | +9.3% | +4.2% |
| 1Y | -60.6% | -41.5% | -19.1% | -36.5% |
| 3Y | +260.8% | -20.3% | +281.2% | +220.5% |
| 5Y | +108.8% | -10.9% | +119.8% | +27.5% |
| All | +108.8% | -11.1% | +120.0% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling