-47.4%
MSTR vs TT
-2.5%
-44.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -4.5% |
| 7D | -4.0% | +1.7% | -5.7% | -4.6% |
| 30D | -18.6% | -11.8% | -6.8% | -14.6% |
| 3M | +25.6% | -12.6% | +38.2% | +31.7% |
| 6M | -33.1% | -9.4% | -23.7% | -31.2% |
| YTD | -17.3% | +8.8% | -26.2% | -16.7% |
| All | -47.4% | -2.5% | -44.9% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling