-46.5%
MSTR vs TSCO
-33.2%
-13.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -13.4% | +0.3% | -13.7% | -13.5% |
| 30D | -22.1% | +11.3% | -33.4% | -23.7% |
| 3M | +15.0% | +1.5% | +13.5% | +14.8% |
| 6M | -37.3% | +24.0% | -61.3% | -40.6% |
| YTD | -26.5% | -25.7% | -0.9% | -9.6% |
| 1Y | -46.5% | -33.6% | -12.9% | -33.1% |
| All | -46.5% | -33.2% | -13.2% | -33.1% |
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