+180.5%
MSTR vs TXT
+7.8%
+172.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.8% |
| 7D | -1.2% | -2.5% | +1.3% | +0.2% |
| 30D | -15.9% | +14.4% | -30.3% | -22.9% |
| 3M | +33.1% | -4.9% | +38.0% | +35.9% |
| 6M | -31.0% | -10.2% | -20.8% | -27.3% |
| YTD | -15.1% | -4.1% | -11.1% | -16.5% |
| 1Y | -45.6% | +4.0% | -49.6% | -50.1% |
| 3Y | +180.5% | +8.0% | +172.6% | +176.5% |
| All | +180.5% | +7.8% | +172.7% | +176.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling