+40.4%
MSTR vs TT
+131.0%
-90.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.2% |
| 7D | -13.4% | +4.0% | -17.5% | -16.6% |
| 30D | -22.1% | -11.3% | -10.8% | -13.8% |
| 3M | +15.0% | -12.3% | +27.2% | +28.2% |
| 6M | -37.3% | -10.8% | -26.5% | -32.7% |
| YTD | -26.5% | +8.2% | -34.7% | -35.7% |
| 1Y | -46.5% | +1.5% | -47.9% | -50.2% |
| 3Y | +121.1% | +91.5% | +29.6% | -1.5% |
| All | +40.4% | +131.0% | -90.6% | -66.6% |
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 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