-56.4%
MSTR vs TSLQ
-50.5%
-5.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.0% | -13.4% | +3.0% |
| 7D | +12.2% | -5.8% | +18.0% | +11.4% |
| 30D | +45.2% | -22.1% | +67.3% | +36.7% |
| 3M | +10.4% | +10.1% | +0.3% | +23.3% |
| 6M | -2.5% | -6.8% | +4.3% | +6.7% |
| YTD | -6.0% | +8.5% | -14.6% | +9.8% |
| 1Y | -56.4% | -49.7% | -6.7% | -51.8% |
| All | -56.4% | -50.5% | -5.9% | -51.8% |
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