-42.3%
MSTR vs TXT
+9.2%
-51.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.3% | +5.2% |
| 7D | -1.8% | +10.6% | -12.4% | -2.9% |
| 30D | -13.3% | +14.4% | -27.7% | -14.8% |
| 3M | +46.0% | -2.7% | +48.7% | +47.7% |
| 6M | -22.4% | -4.7% | -17.8% | -20.9% |
| YTD | -6.2% | -0.5% | -5.7% | -8.6% |
| 1Y | -42.3% | +8.7% | -51.0% | -51.8% |
| All | -42.3% | +9.2% | -51.5% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling