+121.1%
MSTR vs TTMI
+421.7%
-300.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.4% | -1.4% |
| 7D | -13.4% | +11.4% | -24.8% | -17.3% |
| 30D | -22.1% | -28.3% | +6.2% | -14.5% |
| 3M | +15.0% | -46.7% | +61.6% | +39.4% |
| 6M | -37.3% | -56.1% | +18.8% | -21.3% |
| YTD | -26.5% | +7.4% | -33.9% | -44.9% |
| 1Y | -46.5% | +17.4% | -63.9% | -63.1% |
| 3Y | +121.1% | +429.1% | -308.1% | -48.4% |
| All | +121.1% | +421.7% | -300.6% | -48.4% |
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