+273.1%
TSM vs MSTR
+104.3%
+168.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.2% | +3.1% |
| 7D | +2.7% | +12.2% | -9.4% | +0.7% |
| 30D | +3.6% | +45.2% | -41.6% | -2.6% |
| 3M | -3.4% | +10.4% | -13.8% | -5.9% |
| 6M | +20.6% | -2.5% | +23.1% | +18.8% |
| YTD | +41.9% | -6.0% | +47.9% | +38.6% |
| 1Y | +84.4% | -56.4% | +140.8% | +100.8% |
| 3Y | +380.2% | +306.3% | +73.9% | +225.7% |
| All | +273.1% | +104.3% | +168.8% | +151.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling