+659.5%
MSTR vs TDY
+479.2%
+180.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.0% |
| 7D | -8.3% | -1.1% | -7.2% | -7.5% |
| 30D | +38.1% | -12.0% | +50.2% | +50.2% |
| 3M | +9.0% | -3.2% | +12.2% | +10.4% |
| 6M | -5.3% | -7.9% | +2.5% | -0.8% |
| YTD | -13.8% | +18.2% | -32.0% | -24.2% |
| 1Y | -59.8% | +6.7% | -66.5% | -61.9% |
| 3Y | +282.2% | +47.5% | +234.6% | +189.1% |
| 5Y | +112.8% | +39.5% | +73.3% | +73.0% |
| All | +659.5% | +479.2% | +180.2% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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