-42.3%
MSTR vs TSLL
-48.4%
+6.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.3% | +11.4% | +7.5% |
| 7D | -1.8% | -9.4% | +7.6% | +1.7% |
| 30D | -13.3% | +1.6% | -14.9% | -14.5% |
| 3M | +46.0% | +29.4% | +16.6% | +30.2% |
| 6M | -22.4% | -20.1% | -2.3% | -22.5% |
| YTD | -6.2% | -44.5% | +38.3% | +3.5% |
| 1Y | -42.3% | -46.0% | +3.7% | -37.0% |
| All | -42.3% | -48.4% | +6.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling