+554.5%
MSTR vs TT
+782.6%
-228.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -5.5% |
| 7D | -4.0% | +1.7% | -5.7% | -5.1% |
| 30D | -18.6% | -11.8% | -6.8% | -12.1% |
| 3M | +25.6% | -12.6% | +38.2% | +36.1% |
| 6M | -33.1% | -9.4% | -23.7% | -30.0% |
| YTD | -17.3% | +8.8% | -26.2% | -23.8% |
| 1Y | -48.1% | -2.5% | -45.6% | -48.6% |
| 3Y | +154.2% | +95.7% | +58.5% | +62.1% |
| 5Y | +46.2% | +135.7% | -89.5% | -19.7% |
| 10Y | +554.5% | +750.6% | -196.1% | +114.7% |
| All | +554.5% | +782.6% | -228.1% | +114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling