+308.9%
MSTR vs TSLL
-30.6%
+339.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -11.8% | +10.5% | +1.9% |
| 7D | +12.2% | +1.9% | +10.3% | +11.6% |
| 30D | +45.2% | +17.8% | +27.4% | +38.9% |
| 3M | +10.4% | -37.0% | +47.4% | +21.5% |
| 6M | -2.5% | -37.7% | +35.2% | +6.3% |
| YTD | -6.0% | -51.4% | +45.3% | +9.3% |
| 1Y | -56.4% | -23.4% | -33.0% | -55.8% |
| All | +308.9% | -30.6% | +339.5% | +274.3% |
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