-42.3%
MSTR vs TT
-6.5%
-35.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.8% |
| 7D | -1.8% | -8.5% | +6.7% | +1.7% |
| 30D | -13.3% | -12.8% | -0.5% | -8.5% |
| 3M | +46.0% | -12.9% | +58.8% | +53.4% |
| 6M | -22.4% | -15.2% | -7.2% | -17.7% |
| YTD | -6.2% | +6.2% | -12.4% | -4.8% |
| 1Y | -42.3% | -4.5% | -37.8% | -40.1% |
| All | -42.3% | -6.5% | -35.8% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling