+677.4%
MSTR vs TXN
+404.2%
+273.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.5% |
| 7D | +7.7% | +2.7% | +5.1% | +5.7% |
| 30D | +36.3% | -6.7% | +43.1% | +42.9% |
| 3M | +13.4% | -8.9% | +22.3% | +18.9% |
| 6M | -4.5% | +34.7% | -39.2% | -27.5% |
| YTD | -12.7% | +53.3% | -66.0% | -41.7% |
| 1Y | -59.6% | +45.0% | -104.6% | -71.8% |
| 3Y | +272.5% | +73.1% | +199.4% | +121.2% |
| 5Y | +107.1% | +59.9% | +47.2% | +37.9% |
| 10Y | +677.4% | +415.7% | +261.7% | +233.3% |
| All | +677.4% | +404.2% | +273.2% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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