+49.9%
MSTR vs TT
+129.2%
-79.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -2.4% |
| 7D | -1.2% | -2.0% | +0.8% | +0.7% |
| 30D | -15.9% | -14.0% | -1.9% | -4.1% |
| 3M | +33.1% | -15.9% | +49.0% | +54.4% |
| 6M | -31.0% | -17.3% | -13.7% | -20.3% |
| YTD | -15.1% | +4.0% | -19.1% | -22.9% |
| 1Y | -45.6% | -7.1% | -38.5% | -44.8% |
| 3Y | +180.5% | +90.2% | +90.3% | +25.2% |
| All | +49.9% | +129.2% | -79.3% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling