+304.5%
MSTR vs TSEM
+672.8%
-368.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.2% | -3.9% |
| 7D | +12.2% | +6.9% | +5.3% | +9.6% |
| 30D | +45.2% | +5.3% | +39.9% | +40.8% |
| 3M | +10.4% | -14.9% | +25.3% | +11.9% |
| 6M | -2.5% | +80.0% | -82.5% | -32.1% |
| YTD | -6.0% | +89.4% | -95.4% | -37.1% |
| 1Y | -56.4% | +253.1% | -309.5% | -79.3% |
| All | +304.5% | +672.8% | -368.4% | +12.3% |
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