-42.3%
MSTR vs TSLQ
-17.8%
-24.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.4% | -1.3% | +7.5% |
| 7D | -1.8% | +9.8% | -11.6% | +1.7% |
| 30D | -13.3% | -6.0% | -7.3% | -14.5% |
| 3M | +46.0% | -35.0% | +81.0% | +29.7% |
| 6M | -22.4% | -24.9% | +2.5% | -23.2% |
| YTD | -6.2% | -12.7% | +6.5% | +1.6% |
| 1Y | -42.3% | -21.0% | -21.3% | -38.4% |
| All | -42.3% | -17.8% | -24.5% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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