+690.7%
MSTR vs TSN
-9.5%
+700.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.0% |
| 7D | +9.3% | -5.0% | +14.4% | +10.7% |
| 30D | +36.5% | -9.1% | +45.6% | +40.4% |
| 3M | +7.3% | -7.4% | +14.7% | +9.6% |
| 6M | +2.2% | -13.4% | +15.6% | +6.6% |
| YTD | -10.2% | -8.5% | -1.7% | -8.5% |
| 1Y | -58.6% | -3.2% | -55.4% | -58.9% |
| 3Y | +283.2% | +11.5% | +271.7% | +247.4% |
| 5Y | +113.8% | -19.5% | +133.3% | +126.8% |
| 10Y | +690.7% | -9.1% | +699.8% | +633.7% |
| All | +690.7% | -9.5% | +700.2% | +633.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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