+1,502.2%
TSM vs MSTR
+568.7%
+933.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +3.9% |
| 7D | -2.5% | -4.0% | +1.4% | -1.9% |
| 30D | -14.3% | -18.6% | +4.4% | -11.7% |
| 3M | -7.2% | +25.6% | -32.8% | -11.3% |
| 6M | -5.1% | -33.1% | +27.9% | -1.3% |
| YTD | +28.9% | -17.3% | +46.2% | +27.8% |
| 1Y | +37.1% | -48.1% | +85.2% | +45.2% |
| 3Y | +341.5% | +154.2% | +187.3% | +225.7% |
| 5Y | +245.7% | +46.2% | +199.5% | +146.3% |
| 10Y | +1,502.2% | +554.5% | +947.7% | +572.5% |
| All | +1,502.2% | +568.7% | +933.5% | +572.5% |
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