+20,735.8%
TSM vs MSTR
+1,516.3%
+19,219.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.3% | -1.5% | -9.3% |
| 7D | -18.2% | -8.7% | -9.5% | -17.0% |
| 30D | -26.8% | -21.4% | -5.4% | -24.0% |
| 3M | -14.5% | +31.4% | -45.9% | -19.1% |
| 6M | -10.0% | -30.8% | +20.8% | -6.7% |
| YTD | +17.1% | -14.9% | +32.0% | +15.4% |
| 1Y | +21.5% | -49.3% | +70.8% | +29.6% |
| 3Y | +300.4% | +184.8% | +115.5% | +184.3% |
| 5Y | +224.7% | +62.1% | +162.6% | +124.8% |
| 10Y | +1,372.7% | +580.0% | +792.7% | +618.1% |
| All | +20,735.8% | +1,516.3% | +19,219.5% | +6,504.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling