+146.7%
MSTR vs TXN
+121.3%
+25.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.6% | -9.2% | -6.4% |
| 7D | -4.0% | -2.1% | -1.9% | -2.9% |
| 30D | -18.6% | +4.7% | -23.4% | -20.8% |
| 3M | +25.6% | +3.9% | +21.7% | +22.7% |
| 6M | -33.1% | +3.8% | -36.8% | -35.8% |
| YTD | -17.3% | +74.2% | -91.5% | -47.1% |
| 1Y | -48.1% | +88.2% | -136.3% | -68.8% |
| All | +146.7% | +121.3% | +25.3% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling