+794.2%
MSTR vs TXG
+24.6%
+769.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.8% |
| 7D | +7.7% | +9.1% | -1.4% | +3.9% |
| 30D | +36.3% | +14.9% | +21.5% | +29.5% |
| 3M | +13.4% | +120.0% | -106.6% | -19.3% |
| 6M | -4.5% | +221.8% | -226.3% | -44.0% |
| YTD | -12.7% | +312.6% | -325.2% | -54.6% |
| 1Y | -59.6% | +398.4% | -458.1% | -81.3% |
| 3Y | +272.5% | +42.1% | +230.4% | +162.5% |
| 5Y | +107.1% | -63.5% | +170.6% | +106.0% |
| All | +794.2% | +24.6% | +769.6% | +648.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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