+41.1%
TSLA vs MSTR
+104.3%
-63.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.5% |
| 7D | +1.5% | +12.2% | -10.6% | -1.9% |
| 30D | +10.1% | +45.2% | -35.0% | -1.7% |
| 3M | -15.4% | +10.4% | -25.8% | -19.1% |
| 6M | -12.8% | -2.5% | -10.3% | -14.8% |
| YTD | -21.3% | -6.0% | -15.2% | -24.0% |
| 1Y | +4.6% | -56.4% | +61.0% | +24.3% |
| 3Y | +44.5% | +306.3% | -261.8% | -30.7% |
| All | +41.1% | +104.3% | -63.2% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling