+142.3%
MSTR vs TSLL
-0.6%
+143.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.7% | -0.6% |
| 7D | -14.2% | +0.5% | -14.6% | -15.0% |
| 30D | -19.9% | +2.7% | -22.5% | -21.5% |
| 3M | +27.3% | +26.3% | +1.1% | +17.2% |
| 6M | -37.6% | -37.2% | -0.4% | -32.7% |
| YTD | -19.5% | -44.2% | +24.8% | -11.2% |
| 1Y | -47.1% | -44.0% | -3.2% | -42.4% |
| All | +142.3% | -0.6% | +143.0% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling