+554.5%
MSTR vs TTD
+574.0%
-19.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +15.5% | -18.1% | -7.8% |
| 7D | -4.0% | +19.0% | -22.9% | -9.9% |
| 30D | -18.6% | +23.6% | -42.2% | -24.6% |
| 3M | +25.6% | +8.2% | +17.4% | +21.3% |
| 6M | -33.1% | -35.3% | +2.3% | -24.9% |
| YTD | -17.3% | -60.7% | +43.3% | +8.3% |
| 1Y | -48.1% | -65.3% | +17.2% | -29.1% |
| 3Y | +154.2% | -80.6% | +234.8% | +284.4% |
| 5Y | +46.2% | -84.6% | +130.8% | +125.6% |
| 10Y | +554.5% | +550.5% | +4.0% | +544.6% |
| All | +554.5% | +574.0% | -19.5% | +544.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 10y: compounded portfolio wealth divided by compounded TTD 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…
10y analysis · Full analysis span regression · 6 months rolling