+481.0%
MSTR vs TRV
+350.6%
+130.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.4% |
| 7D | -13.4% | +2.0% | -15.5% | -14.0% |
| 30D | -22.1% | +6.7% | -28.8% | -23.5% |
| 3M | +15.0% | +9.4% | +5.6% | +11.9% |
| 6M | -37.3% | +37.7% | -75.0% | -43.3% |
| YTD | -26.5% | +40.6% | -67.1% | -34.2% |
| 1Y | -46.5% | +42.4% | -88.9% | -52.3% |
| 3Y | +121.1% | +148.1% | -27.0% | +60.4% |
| 5Y | +37.5% | +181.7% | -144.2% | -5.9% |
| All | +481.0% | +350.6% | +130.4% | +244.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling