+1,252.0%
MSTR vs TXN
+3,186.1%
-1,934.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.5% |
| 7D | +12.2% | -0.1% | +12.2% | +12.2% |
| 30D | +45.2% | -6.9% | +52.1% | +51.4% |
| 3M | +10.4% | -14.9% | +25.3% | +20.2% |
| 6M | -2.5% | +29.0% | -31.5% | -19.4% |
| YTD | -6.0% | +51.5% | -57.5% | -31.0% |
| 1Y | -56.4% | +41.6% | -98.0% | -66.5% |
| 3Y | +306.3% | +65.8% | +240.5% | +182.0% |
| 5Y | +100.5% | +56.8% | +43.7% | +53.8% |
| 10Y | +741.1% | +387.5% | +353.6% | +223.5% |
| All | +1,252.0% | +3,186.1% | -1,934.1% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling