+36.0%
TSM vs MSTR
-44.1%
+80.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.3% | -3.0% |
| 7D | -10.0% | -1.8% | -8.2% | -9.7% |
| 30D | -18.5% | -13.3% | -5.2% | -17.1% |
| 3M | -4.9% | +46.0% | -50.9% | -10.6% |
| 6M | -1.0% | -22.4% | +21.5% | +1.2% |
| YTD | +31.3% | -6.2% | +37.4% | +26.9% |
| 1Y | +36.0% | -42.3% | +78.3% | +40.9% |
| All | +36.0% | -44.1% | +80.1% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling