+1,753.6%
TSM vs MSTR
+696.8%
+1,056.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.8% | +3.0% |
| 7D | +6.0% | +9.3% | -3.3% | +4.4% |
| 30D | +4.5% | +36.5% | -32.0% | -0.9% |
| 3M | +3.1% | +7.3% | -4.2% | +0.7% |
| 6M | +30.2% | +2.2% | +28.0% | +27.3% |
| YTD | +45.2% | -10.2% | +55.4% | +42.8% |
| 1Y | +79.6% | -58.6% | +138.2% | +97.0% |
| 3Y | +411.0% | +283.2% | +127.8% | +253.7% |
| 5Y | +290.7% | +113.8% | +176.9% | +163.5% |
| 10Y | +1,753.6% | +690.7% | +1,062.9% | +697.9% |
| All | +1,753.6% | +696.8% | +1,056.8% | +697.9% |
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