+526.8%
MSTR vs TT
+744.7%
-217.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -10.7% | +0.8% | -11.5% | -11.3% |
| 30D | -21.6% | -11.8% | -9.8% | -15.3% |
| 3M | +24.4% | -11.6% | +36.0% | +33.9% |
| 6M | -35.5% | -9.3% | -26.2% | -32.5% |
| YTD | -20.3% | +8.9% | -29.2% | -26.6% |
| 1Y | -49.3% | -2.2% | -47.1% | -49.9% |
| 3Y | +137.8% | +91.9% | +45.9% | +53.5% |
| 5Y | +48.3% | +136.0% | -87.7% | -18.7% |
| 10Y | +526.8% | +734.7% | -207.9% | +106.7% |
| All | +526.8% | +744.7% | -217.9% | +106.7% |
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