+304.5%
MSTR vs TTMI
+816.8%
-512.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.8% | -10.2% | -4.9% |
| 7D | +12.2% | +5.9% | +6.3% | +9.5% |
| 30D | +45.2% | -4.3% | +49.5% | +46.0% |
| 3M | +10.4% | -32.0% | +42.4% | +24.6% |
| 6M | -2.5% | +19.5% | -21.9% | -19.9% |
| YTD | -6.0% | +82.0% | -88.1% | -38.9% |
| 1Y | -56.4% | +172.6% | -229.0% | -78.7% |
| All | +304.5% | +816.8% | -512.3% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling