+303.7%
MSTR vs TSLL
-58.7%
+362.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.6% | -8.9% | -2.9% |
| 7D | -1.2% | -21.2% | +20.0% | +5.3% |
| 30D | -15.9% | -13.3% | -2.6% | -13.2% |
| 3M | +33.1% | +15.4% | +17.7% | +25.4% |
| 6M | -31.0% | -34.2% | +3.2% | -26.0% |
| YTD | -15.1% | -52.9% | +37.8% | -0.2% |
| 1Y | -45.6% | -54.3% | +8.7% | -36.5% |
| 3Y | +180.5% | -18.4% | +198.9% | +109.6% |
| All | +303.7% | -58.7% | +362.4% | +287.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling