+481.0%
MSTR vs TTD
+513.2%
-32.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.9% |
| 7D | -13.4% | +21.3% | -34.7% | -19.5% |
| 30D | -22.1% | +28.7% | -50.8% | -28.8% |
| 3M | +15.0% | +7.7% | +7.3% | +11.2% |
| 6M | -37.3% | -23.5% | -13.8% | -33.6% |
| YTD | -26.5% | -58.7% | +32.2% | -5.4% |
| 1Y | -46.5% | -63.4% | +16.9% | -28.2% |
| 3Y | +121.1% | -75.3% | +196.4% | +210.8% |
| 5Y | +37.5% | -84.4% | +121.9% | +110.2% |
| All | +481.0% | +513.2% | -32.2% | +474.7% |
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