+554.5%
MSTR vs TTMI
+476.8%
+77.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +13.3% | -15.9% | -7.9% |
| 7D | -4.0% | -1.6% | -2.3% | -4.6% |
| 30D | -18.6% | -37.7% | +19.1% | -5.2% |
| 3M | +25.6% | -45.1% | +70.7% | +51.4% |
| 6M | -33.1% | -52.1% | +19.1% | -18.4% |
| YTD | -17.3% | +9.2% | -26.5% | -34.6% |
| 1Y | -48.1% | +12.9% | -61.0% | -60.6% |
| 3Y | +154.2% | +445.5% | -291.3% | -12.2% |
| 5Y | +46.2% | +427.9% | -381.7% | -49.1% |
| 10Y | +554.5% | +449.9% | +104.7% | +125.8% |
| All | +554.5% | +476.8% | +77.7% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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