+570.4%
MSTR vs TT
+764.8%
-194.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.8% |
| 7D | -1.2% | -2.0% | +0.8% | +0.2% |
| 30D | -15.9% | -14.0% | -1.9% | -7.6% |
| 3M | +33.1% | -15.9% | +49.0% | +48.1% |
| 6M | -31.0% | -17.3% | -13.7% | -23.3% |
| YTD | -15.1% | +4.0% | -19.1% | -19.3% |
| 1Y | -45.6% | -7.1% | -38.5% | -44.4% |
| 3Y | +180.5% | +90.2% | +90.3% | +82.7% |
| 5Y | +61.7% | +131.1% | -69.5% | -9.2% |
| All | +570.4% | +764.8% | -194.3% | +125.6% |
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