+308.9%
MSTR vs TT
+124.4%
+184.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.8% |
| 7D | +12.2% | -0.2% | +12.4% | +12.4% |
| 30D | +45.2% | -7.4% | +52.5% | +51.7% |
| 3M | +10.4% | -3.2% | +13.6% | +10.8% |
| 6M | -2.5% | +1.1% | -3.6% | -5.1% |
| YTD | -6.0% | +15.6% | -21.6% | -16.6% |
| 1Y | -56.4% | +9.2% | -65.6% | -59.8% |
| All | +308.9% | +124.4% | +184.4% | +216.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling