+659.5%
MSTR vs TSCO
+185.7%
+473.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.7% |
| 7D | -8.3% | -5.7% | -2.6% | -5.5% |
| 30D | +38.1% | -8.8% | +46.9% | +44.5% |
| 3M | +9.0% | +6.3% | +2.7% | +4.4% |
| 6M | -5.3% | -32.3% | +26.9% | +14.9% |
| YTD | -13.8% | -32.7% | +18.9% | +4.6% |
| 1Y | -59.8% | -43.7% | -16.2% | -46.3% |
| 3Y | +282.2% | -19.7% | +301.9% | +308.0% |
| 5Y | +112.8% | -11.6% | +124.4% | +121.4% |
| All | +659.5% | +185.7% | +473.7% | +484.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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