+1,252.0%
MSTR vs TT
+5,013.4%
-3,761.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | +12.2% | -0.2% | +12.4% | +12.4% |
| 30D | +45.2% | -7.4% | +52.5% | +50.2% |
| 3M | +10.4% | -3.2% | +13.6% | +11.0% |
| 6M | -2.5% | +1.1% | -3.6% | -3.9% |
| YTD | -6.0% | +15.6% | -21.6% | -13.3% |
| 1Y | -56.4% | +9.2% | -65.6% | -58.8% |
| 3Y | +306.3% | +124.4% | +181.9% | +177.8% |
| 5Y | +100.5% | +138.0% | -37.5% | +37.2% |
| 10Y | +741.1% | +886.4% | -145.3% | +208.1% |
| All | +1,252.0% | +5,013.4% | -3,761.4% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling