+74.4%
TSLA vs MSTR
+122.4%
-47.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.3% |
| 7D | +8.9% | -13.4% | +22.4% | +12.3% |
| 30D | +6.3% | -22.1% | +28.4% | +11.8% |
| 3M | +14.8% | +15.0% | -0.2% | +9.3% |
| 6M | -12.4% | -37.3% | +24.9% | -5.6% |
| YTD | -13.2% | -26.5% | +13.3% | -11.6% |
| 1Y | -2.9% | -46.5% | +43.5% | +5.3% |
| 3Y | +74.4% | +121.1% | -46.7% | +73.3% |
| All | +74.4% | +122.4% | -47.9% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling