+330.4%
TSM vs MSTR
+122.4%
+208.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -1.3% |
| 7D | +6.2% | -13.4% | +19.6% | +8.2% |
| 30D | -7.3% | -22.1% | +14.8% | -4.2% |
| 3M | -7.1% | +15.0% | -22.1% | -9.5% |
| 6M | +0.2% | -37.3% | +37.5% | +4.8% |
| YTD | +32.2% | -26.5% | +58.8% | +33.5% |
| 1Y | +42.8% | -46.5% | +89.3% | +49.6% |
| 3Y | +330.4% | +121.1% | +209.3% | +294.8% |
| All | +330.4% | +122.4% | +208.0% | +294.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling