+107.1%
MSTR vs TSCO
-6.8%
+113.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -0.3% |
| 7D | +7.7% | -2.5% | +10.2% | +9.4% |
| 30D | +36.3% | -1.1% | +37.5% | +36.7% |
| 3M | +13.4% | +14.3% | -0.9% | +1.4% |
| 6M | -4.5% | -31.9% | +27.4% | +25.0% |
| YTD | -12.7% | -30.7% | +18.0% | +12.0% |
| 1Y | -59.6% | -41.1% | -18.5% | -41.2% |
| 3Y | +272.5% | -17.1% | +289.6% | +267.3% |
| 5Y | +107.1% | -7.5% | +114.7% | +98.8% |
| All | +107.1% | -6.8% | +113.9% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling