+1,641.8%
TSM vs MSTR
+533.3%
+1,108.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.1% |
| 7D | +4.4% | -14.2% | +18.6% | +6.9% |
| 30D | -7.0% | -19.9% | +12.9% | -3.9% |
| 3M | -1.8% | +27.3% | -29.1% | -6.3% |
| 6M | +2.7% | -37.6% | +40.2% | +8.0% |
| YTD | +37.1% | -19.5% | +56.6% | +36.5% |
| 1Y | +43.5% | -47.1% | +90.6% | +51.6% |
| 3Y | +341.5% | +140.3% | +201.2% | +228.5% |
| 5Y | +278.9% | +49.5% | +229.4% | +169.0% |
| 10Y | +1,641.8% | +521.9% | +1,119.9% | +651.4% |
| All | +1,641.8% | +533.3% | +1,108.5% | +651.4% |
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