+819.9%
MSTR vs TXG
+21.5%
+798.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.7% | -9.1% | -6.3% |
| 7D | +9.3% | +9.4% | 0.0% | +5.4% |
| 30D | +36.5% | +26.1% | +10.4% | +24.4% |
| 3M | +7.3% | +124.8% | -117.5% | -24.5% |
| 6M | +2.2% | +215.2% | -213.0% | -39.5% |
| YTD | -10.2% | +302.2% | -312.4% | -52.8% |
| 1Y | -58.6% | +370.9% | -429.5% | -80.3% |
| 3Y | +283.2% | +38.5% | +244.7% | +173.0% |
| 5Y | +113.8% | -64.4% | +178.1% | +114.8% |
| All | +819.9% | +21.5% | +798.5% | +678.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling