+2,883.7%
TSLA vs MSTR
+568.7%
+2,315.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +6.3% |
| 7D | -6.4% | -4.0% | -2.4% | -5.4% |
| 30D | -1.2% | -18.6% | +17.4% | +4.1% |
| 3M | +15.1% | +25.6% | -10.5% | +5.5% |
| 6M | -11.7% | -33.1% | +21.3% | -4.9% |
| YTD | -15.9% | -17.3% | +1.4% | -17.0% |
| 1Y | -12.0% | -48.1% | +36.1% | -1.7% |
| 3Y | +80.0% | +154.2% | -74.2% | +3.2% |
| 5Y | +10.8% | +46.2% | -35.4% | -38.1% |
| 10Y | +2,883.7% | +554.5% | +2,329.1% | +536.9% |
| All | +2,883.7% | +568.7% | +2,315.0% | +536.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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