+731.6%
MSTR vs TXT
+97.6%
+634.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +12.2% | -4.8% | +16.9% | +15.1% |
| 30D | +45.2% | -10.6% | +55.8% | +53.5% |
| 3M | +10.4% | -13.2% | +23.6% | +17.9% |
| 6M | -2.5% | -20.3% | +17.9% | +8.9% |
| YTD | -6.0% | -9.3% | +3.2% | -3.1% |
| 1Y | -56.4% | -2.7% | -53.7% | -56.7% |
| 3Y | +306.3% | +1.4% | +304.9% | +292.4% |
| 5Y | +100.5% | +9.6% | +90.9% | +93.0% |
| All | +731.6% | +97.6% | +634.0% | +552.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling