+287.2%
MSTR vs TDY
+44.8%
+242.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.6% |
| 7D | +7.7% | -1.8% | +9.6% | +9.3% |
| 30D | +36.3% | -13.8% | +50.1% | +51.7% |
| 3M | +13.4% | -3.9% | +17.3% | +15.1% |
| 6M | -4.5% | -9.0% | +4.5% | +1.2% |
| YTD | -12.7% | +16.5% | -29.2% | -24.3% |
| 1Y | -59.6% | +9.3% | -68.9% | -63.0% |
| All | +287.2% | +44.8% | +242.4% | +197.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling