-59.8%
MSTR vs TSCO
-42.3%
-17.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | -8.3% | -5.7% | -2.6% | -6.9% |
| 30D | +38.1% | -8.8% | +46.9% | +41.3% |
| 3M | +9.0% | +6.3% | +2.7% | +6.8% |
| 6M | -5.3% | -32.3% | +26.9% | +15.0% |
| YTD | -13.8% | -32.7% | +18.9% | +6.8% |
| 1Y | -59.8% | -43.7% | -16.2% | -41.6% |
| All | -59.8% | -42.3% | -17.6% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling