+121.1%
MSTR vs TSN
+41.9%
+79.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.4% |
| 7D | -13.4% | -1.4% | -12.0% | -13.3% |
| 30D | -22.1% | +8.5% | -30.6% | -22.5% |
| 3M | +15.0% | +5.3% | +9.7% | +14.5% |
| 6M | -37.3% | -10.5% | -26.8% | -36.2% |
| YTD | -26.5% | +3.0% | -29.5% | -26.5% |
| 1Y | -46.5% | +12.1% | -58.6% | -47.0% |
| 3Y | +121.1% | +43.1% | +78.0% | +88.1% |
| All | +121.1% | +41.9% | +79.2% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling