+40.4%
MSTR vs TXG
-65.2%
+105.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.8% |
| 7D | -13.4% | -1.8% | -11.6% | -13.0% |
| 30D | -22.1% | -20.4% | -1.7% | -14.7% |
| 3M | +15.0% | +0.1% | +14.9% | +11.3% |
| 6M | -37.3% | +176.2% | -213.5% | -64.1% |
| YTD | -26.5% | +256.8% | -283.3% | -64.5% |
| 1Y | -46.5% | +255.9% | -302.4% | -74.5% |
| 3Y | +121.1% | +60.2% | +60.9% | +36.0% |
| All | +40.4% | -65.2% | +105.6% | +80.7% |
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