+1,120.6%
MSTR vs TSEM
+14.4%
+1,106.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.1% | -1.4% |
| 7D | -1.2% | -17.5% | +16.3% | +3.0% |
| 30D | -15.9% | -44.7% | +28.7% | -4.2% |
| 3M | +33.1% | -38.9% | +72.0% | +46.8% |
| 6M | -31.0% | -36.7% | +5.7% | -26.8% |
| YTD | -15.1% | +17.0% | -32.1% | -23.3% |
| 1Y | -45.6% | +62.8% | -108.5% | -54.8% |
| 3Y | +180.5% | +471.3% | -290.8% | +73.7% |
| 5Y | +61.7% | +290.3% | -228.6% | +8.8% |
| 10Y | +578.0% | +790.1% | -212.1% | +270.8% |
| All | +1,120.6% | +14.4% | +1,106.2% | +802.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling