+322.0%
TSM vs MSTR
+179.7%
+142.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.4% |
| 7D | -7.6% | -1.2% | -6.3% | -7.3% |
| 30D | -20.5% | -15.9% | -4.6% | -18.7% |
| 3M | -10.0% | +33.1% | -43.1% | -14.0% |
| 6M | -10.1% | -31.0% | +20.9% | -7.2% |
| YTD | +24.5% | -15.1% | +39.7% | +23.4% |
| 1Y | +31.2% | -45.6% | +76.8% | +37.1% |
| 3Y | +322.0% | +180.5% | +141.5% | +272.8% |
| All | +322.0% | +179.7% | +142.3% | +272.8% |
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