+677.4%
MSTR vs TTMI
+1,044.1%
-366.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -1.2% |
| 7D | +7.7% | +7.5% | +0.2% | +4.2% |
| 30D | +36.3% | -4.5% | +40.8% | +37.1% |
| 3M | +13.4% | -28.5% | +41.9% | +24.7% |
| 6M | -4.5% | +28.4% | -32.9% | -22.4% |
| YTD | -12.7% | +80.1% | -92.7% | -40.3% |
| 1Y | -59.6% | +161.0% | -220.6% | -77.6% |
| 3Y | +272.5% | +862.4% | -590.0% | +10.8% |
| 5Y | +107.1% | +812.9% | -705.8% | -36.5% |
| 10Y | +677.4% | +1,094.7% | -417.3% | +131.3% |
| All | +677.4% | +1,044.1% | -366.7% | +131.3% |
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