+174.2%
MSTR vs TDY
+7,071.3%
-6,897.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.0% |
| 7D | +9.3% | -0.9% | +10.2% | +9.7% |
| 30D | +36.5% | -12.5% | +49.0% | +43.4% |
| 3M | +7.3% | -1.2% | +8.5% | +7.3% |
| 6M | +2.2% | -6.6% | +8.8% | +4.6% |
| YTD | -10.2% | +18.5% | -28.6% | -16.1% |
| 1Y | -58.6% | +10.8% | -69.4% | -60.2% |
| 3Y | +283.2% | +47.5% | +235.7% | +231.3% |
| 5Y | +113.8% | +35.8% | +78.0% | +97.2% |
| 10Y | +690.7% | +459.0% | +231.8% | +347.8% |
| All | +174.2% | +7,071.3% | -6,897.1% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling