+121.1%
MSTR vs TSEM
+547.1%
-426.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.9% | +4.5% | -0.3% |
| 7D | -13.4% | +7.0% | -20.4% | -15.6% |
| 30D | -22.1% | -29.8% | +7.7% | -13.9% |
| 3M | +15.0% | -41.9% | +56.9% | +33.3% |
| 6M | -37.3% | -45.8% | +8.4% | -28.4% |
| YTD | -26.5% | +25.1% | -51.6% | -44.4% |
| 1Y | -46.5% | +48.2% | -94.7% | -62.9% |
| 3Y | +121.1% | +476.5% | -355.4% | -24.9% |
| All | +121.1% | +547.1% | -426.0% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling