+567.3%
MSTR vs TSLQ
-97.3%
+664.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.0% | +3.6% | -7.1% |
| 7D | +9.3% | -8.6% | +17.9% | +6.9% |
| 30D | +36.5% | -24.9% | +61.4% | +26.9% |
| 3M | +7.3% | -1.5% | +8.8% | +14.7% |
| 6M | +2.2% | -18.1% | +20.3% | +7.3% |
| YTD | -10.2% | -0.1% | -10.0% | +4.1% |
| 1Y | -58.6% | -51.4% | -7.2% | -60.1% |
| 3Y | +283.2% | -95.9% | +379.1% | +180.0% |
| All | +567.3% | -97.3% | +664.5% | +435.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling