-35.9%
MSTR vs TXN
+2.5%
-38.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.6% | -9.2% | -5.6% |
| 7D | -4.0% | -2.1% | -1.9% | -2.7% |
| 30D | -18.6% | +4.7% | -23.4% | -19.8% |
| 3M | +25.6% | +3.9% | +21.7% | +23.3% |
| All | -35.9% | +2.5% | -38.4% | -37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling