-42.3%
MSTR vs TSEM
+79.9%
-122.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -8.7% | +13.8% | +6.8% |
| 7D | -1.8% | -23.1% | +21.3% | +3.2% |
| 30D | -13.3% | -40.4% | +27.1% | -4.5% |
| 3M | +46.0% | -37.9% | +83.8% | +58.1% |
| 6M | -22.4% | -30.8% | +8.4% | -20.2% |
| YTD | -6.2% | +26.7% | -32.9% | -20.1% |
| 1Y | -42.3% | +80.5% | -122.8% | -55.9% |
| All | -42.3% | +79.9% | -122.2% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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