+721.2%
MSTR vs TRU
+238.0%
+483.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | +2.0% |
| 7D | +12.2% | -6.8% | +18.9% | +16.9% |
| 30D | +45.2% | 0.0% | +45.1% | +45.6% |
| 3M | +10.4% | +13.3% | -2.9% | +1.4% |
| 6M | -2.5% | +3.4% | -5.9% | -6.6% |
| YTD | -6.0% | -6.4% | +0.4% | -5.3% |
| 1Y | -56.4% | -9.7% | -46.7% | -55.9% |
| 3Y | +306.3% | +0.1% | +306.1% | +276.2% |
| 5Y | +100.5% | -34.0% | +134.5% | +130.8% |
| 10Y | +741.1% | +147.9% | +593.2% | +470.0% |
| All | +721.2% | +238.0% | +483.2% | +408.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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