+40.4%
MSTR vs TSN
-14.8%
+55.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -13.4% | -1.4% | -12.0% | -12.9% |
| 30D | -22.1% | +8.5% | -30.6% | -24.9% |
| 3M | +15.0% | +5.3% | +9.7% | +11.3% |
| 6M | -37.3% | -10.5% | -26.8% | -34.3% |
| YTD | -26.5% | +3.0% | -29.5% | -29.0% |
| 1Y | -46.5% | +12.1% | -58.6% | -50.8% |
| 3Y | +121.1% | +43.1% | +78.0% | +54.5% |
| All | +40.4% | -14.8% | +55.2% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling