+107.1%
MSTR vs TXG
-63.6%
+170.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -4.0% |
| 7D | +7.7% | +9.1% | -1.4% | +3.5% |
| 30D | +36.3% | +14.9% | +21.5% | +28.8% |
| 3M | +13.4% | +120.0% | -106.6% | -22.6% |
| 6M | -4.5% | +221.8% | -226.3% | -47.6% |
| YTD | -12.7% | +312.6% | -325.2% | -58.3% |
| 1Y | -59.6% | +398.4% | -458.1% | -83.1% |
| 3Y | +272.5% | +42.1% | +230.4% | +158.1% |
| 5Y | +107.1% | -63.5% | +170.6% | +120.9% |
| All | +107.1% | -63.6% | +170.7% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling