+548.6%
MSTR vs TSLQ
-97.3%
+645.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.7% |
| 7D | +7.7% | -8.0% | +15.7% | +5.6% |
| 30D | +36.3% | -23.8% | +60.1% | +27.4% |
| 3M | +13.4% | -7.0% | +20.4% | +18.6% |
| 6M | -4.5% | -17.1% | +12.6% | +0.7% |
| YTD | -12.7% | +0.1% | -12.7% | +1.2% |
| 1Y | -59.6% | -51.2% | -8.4% | -61.0% |
| 3Y | +272.5% | -95.9% | +368.4% | +172.4% |
| All | +548.6% | -97.3% | +645.9% | +420.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling