+1,252.0%
MSTR vs TD
+3,132.7%
-1,880.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.5% |
| 7D | +12.2% | +0.3% | +11.9% | +12.1% |
| 30D | +45.2% | +0.4% | +44.8% | +44.7% |
| 3M | +10.4% | +7.6% | +2.7% | +5.1% |
| 6M | -2.5% | +25.0% | -27.5% | -15.4% |
| YTD | -6.0% | +31.0% | -37.0% | -20.6% |
| 1Y | -56.4% | +65.2% | -121.6% | -68.2% |
| 3Y | +306.3% | +122.5% | +183.8% | +147.2% |
| 5Y | +100.5% | +124.8% | -24.3% | +26.8% |
| 10Y | +741.1% | +298.2% | +442.9% | +268.7% |
| All | +1,252.0% | +3,132.7% | -1,880.7% | +62.2% |
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