+49.5%
MSTR vs TSCO
-7.6%
+57.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.4% |
| 7D | -14.2% | +0.4% | -14.6% | -14.5% |
| 30D | -19.9% | +9.8% | -29.7% | -25.5% |
| 3M | +27.3% | +4.8% | +22.5% | +21.5% |
| 6M | -37.6% | +23.3% | -60.8% | -48.0% |
| YTD | -19.5% | -25.1% | +5.6% | -2.5% |
| 1Y | -47.1% | -32.7% | -14.4% | -30.2% |
| 3Y | +140.3% | -2.0% | +142.3% | +99.8% |
| 5Y | +49.5% | -7.8% | +57.3% | +25.4% |
| All | +49.5% | -7.6% | +57.1% | +25.4% |
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