+180.5%
MSTR vs TSEM
+468.0%
-287.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.1% | -1.8% |
| 7D | -1.2% | -17.5% | +16.3% | +4.5% |
| 30D | -15.9% | -44.7% | +28.7% | +0.2% |
| 3M | +33.1% | -38.9% | +72.0% | +51.7% |
| 6M | -31.0% | -36.7% | +5.7% | -26.8% |
| YTD | -15.1% | +17.0% | -32.1% | -34.0% |
| 1Y | -45.6% | +62.8% | -108.5% | -64.6% |
| 3Y | +180.5% | +471.3% | -290.8% | -1.3% |
| All | +180.5% | +468.0% | -287.5% | -1.3% |
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