-59.6%
MSTR vs TSLQ
-50.7%
-8.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.7% |
| 7D | +7.7% | -8.0% | +15.7% | +5.4% |
| 30D | +36.3% | -23.8% | +60.1% | +27.0% |
| 3M | +13.4% | -7.0% | +20.4% | +17.8% |
| 6M | -4.5% | -17.1% | +12.6% | -0.1% |
| YTD | -12.7% | +0.1% | -12.7% | -1.1% |
| 1Y | -59.6% | -51.2% | -8.4% | -58.6% |
| All | -59.6% | -50.7% | -8.9% | -58.6% |
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