+495.5%
MSTR vs TT
+737.0%
-241.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -11.5% | +8.1% | -19.6% | -15.9% |
| 30D | -24.8% | -11.3% | -13.5% | -19.1% |
| 3M | +20.6% | -11.2% | +31.8% | +29.5% |
| 6M | -38.0% | -8.9% | -29.1% | -35.4% |
| YTD | -24.7% | +9.7% | -34.4% | -30.9% |
| 1Y | -49.1% | +1.3% | -50.3% | -50.8% |
| 3Y | +124.7% | +93.4% | +31.3% | +44.4% |
| 5Y | +40.9% | +133.5% | -92.6% | -22.5% |
| All | +495.5% | +737.0% | -241.5% | +97.3% |
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