+554.5%
MSTR vs TSEM
+879.4%
-324.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.9% | -13.5% | -6.4% |
| 7D | -4.0% | -2.0% | -2.0% | -4.0% |
| 30D | -18.6% | -33.4% | +14.8% | -7.3% |
| 3M | +25.6% | -39.7% | +65.3% | +45.9% |
| 6M | -33.1% | -27.8% | -5.2% | -31.7% |
| YTD | -17.3% | +29.7% | -47.0% | -35.9% |
| 1Y | -48.1% | +81.1% | -129.2% | -65.5% |
| 3Y | +154.2% | +529.3% | -375.1% | -2.5% |
| 5Y | +46.2% | +315.0% | -268.8% | -33.9% |
| 10Y | +554.5% | +865.7% | -311.2% | +121.4% |
| All | +554.5% | +879.4% | -324.8% | +121.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling