+690.7%
MSTR vs TD
+295.4%
+395.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.7% |
| 7D | +9.3% | +0.9% | +8.5% | +8.8% |
| 30D | +36.5% | -0.7% | +37.2% | +37.0% |
| 3M | +7.3% | +6.3% | +1.1% | +1.8% |
| 6M | +2.2% | +27.9% | -25.7% | -16.1% |
| YTD | -10.2% | +29.8% | -40.0% | -26.8% |
| 1Y | -58.6% | +63.7% | -122.3% | -71.8% |
| 3Y | +283.2% | +128.3% | +154.9% | +101.9% |
| 5Y | +113.8% | +125.5% | -11.7% | +21.4% |
| 10Y | +690.7% | +296.7% | +394.0% | +267.1% |
| All | +690.7% | +295.4% | +395.4% | +267.1% |
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