+1,120.6%
MSTR vs TD
+3,175.7%
-2,055.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | -1.2% | -1.7% | +0.5% | +0.1% |
| 30D | -15.9% | +8.2% | -24.2% | -19.7% |
| 3M | +33.1% | +1.7% | +31.4% | +32.4% |
| 6M | -31.0% | +14.2% | -45.2% | -36.4% |
| YTD | -15.1% | +32.8% | -47.9% | -28.5% |
| 1Y | -45.6% | +55.5% | -101.1% | -58.5% |
| 3Y | +180.5% | +129.6% | +50.9% | +68.7% |
| 5Y | +61.7% | +102.2% | -40.5% | +9.0% |
| 10Y | +578.0% | +306.3% | +271.7% | +195.5% |
| All | +1,120.6% | +3,175.7% | -2,055.1% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling