+521.9%
MSTR vs TD
+302.8%
+219.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.8% |
| 7D | -14.2% | -3.1% | -11.1% | -11.8% |
| 30D | -19.9% | +6.7% | -26.6% | -23.6% |
| 3M | +27.3% | +3.1% | +24.2% | +24.9% |
| 6M | -37.6% | +17.6% | -55.2% | -45.1% |
| YTD | -19.5% | +34.8% | -54.3% | -36.0% |
| 1Y | -47.1% | +55.6% | -102.7% | -62.4% |
| 3Y | +140.3% | +133.1% | +7.2% | +25.2% |
| 5Y | +49.5% | +104.7% | -55.2% | -11.7% |
| 10Y | +521.9% | +303.6% | +218.3% | +189.0% |
| All | +521.9% | +302.8% | +219.1% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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