+1,252.0%
MSTR vs TSEM
+85.3%
+1,166.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.2% | -3.2% |
| 7D | +12.2% | +6.9% | +5.3% | +10.3% |
| 30D | +45.2% | +5.3% | +39.9% | +42.3% |
| 3M | +10.4% | -14.9% | +25.3% | +11.7% |
| 6M | -2.5% | +80.0% | -82.5% | -19.1% |
| YTD | -6.0% | +89.4% | -95.4% | -23.3% |
| 1Y | -56.4% | +253.1% | -309.5% | -69.5% |
| 3Y | +306.3% | +642.1% | -335.8% | +138.5% |
| 5Y | +100.5% | +659.1% | -558.6% | +17.1% |
| 10Y | +741.1% | +1,291.4% | -550.3% | +317.9% |
| All | +1,252.0% | +85.3% | +1,166.7% | +802.7% |
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