+736.9%
MSTR vs TT
+887.4%
-150.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.9% |
| 7D | +12.2% | 0.0% | +12.2% | +12.3% |
| 30D | +45.2% | -7.2% | +52.3% | +51.7% |
| 3M | +10.4% | -3.0% | +13.4% | +10.9% |
| 6M | -2.5% | +1.4% | -3.8% | -5.0% |
| YTD | -6.0% | +15.9% | -21.9% | -16.4% |
| 1Y | -56.4% | +9.4% | -65.8% | -59.9% |
| 3Y | +306.3% | +124.4% | +181.9% | +138.6% |
| 5Y | +100.5% | +138.0% | -37.5% | +9.5% |
| All | +736.9% | +887.4% | -150.5% | +177.4% |
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