+1,252.0%
MSTR vs TXT
+193.3%
+1,058.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +12.2% | -4.8% | +16.9% | +14.2% |
| 30D | +45.2% | -10.6% | +55.8% | +50.8% |
| 3M | +10.4% | -13.2% | +23.6% | +15.5% |
| 6M | -2.5% | -20.3% | +17.9% | +5.2% |
| YTD | -6.0% | -9.3% | +3.2% | -3.8% |
| 1Y | -56.4% | -2.7% | -53.7% | -56.5% |
| 3Y | +306.3% | +1.4% | +304.9% | +300.4% |
| 5Y | +100.5% | +9.6% | +90.9% | +100.5% |
| 10Y | +741.1% | +94.9% | +646.2% | +551.8% |
| All | +1,252.0% | +193.3% | +1,058.7% | +511.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling