+120.4%
MSTR vs TT
+140.2%
-19.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.9% |
| 7D | +12.2% | -0.2% | +12.4% | +12.6% |
| 30D | +45.2% | -7.4% | +52.5% | +54.9% |
| 3M | +10.4% | -3.2% | +13.6% | +10.9% |
| 6M | -2.5% | +1.1% | -3.6% | -6.6% |
| YTD | -6.0% | +15.6% | -21.6% | -21.8% |
| 1Y | -56.4% | +9.2% | -65.6% | -61.9% |
| 3Y | +306.3% | +124.4% | +181.9% | +54.6% |
| All | +120.4% | +140.2% | -19.8% | -39.2% |
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