+304.5%
MSTR vs TD
+128.3%
+176.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.1% |
| 7D | +12.2% | +0.3% | +11.9% | +12.1% |
| 30D | +45.2% | +0.4% | +44.8% | +44.4% |
| 3M | +10.4% | +7.6% | +2.7% | +2.1% |
| 6M | -2.5% | +25.0% | -27.5% | -22.2% |
| YTD | -6.0% | +31.0% | -37.0% | -27.8% |
| 1Y | -56.4% | +65.2% | -121.6% | -72.8% |
| All | +304.5% | +128.3% | +176.1% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling