+113.8%
MSTR vs TXN
+58.3%
+55.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.6% |
| 7D | +9.3% | +2.2% | +7.1% | +7.2% |
| 30D | +36.5% | -9.5% | +46.0% | +48.2% |
| 3M | +7.3% | -10.5% | +17.9% | +14.9% |
| 6M | +2.2% | +35.4% | -33.1% | -29.9% |
| YTD | -10.2% | +51.8% | -61.9% | -47.9% |
| 1Y | -58.6% | +42.9% | -101.6% | -74.4% |
| 3Y | +283.2% | +71.3% | +211.8% | +68.1% |
| 5Y | +113.8% | +58.0% | +55.8% | +6.3% |
| All | +113.8% | +58.3% | +55.5% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling