+161.0%
MSTR vs TTMI
+371.0%
-210.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.9% | -7.2% | -2.9% |
| 7D | -1.2% | -19.8% | +18.6% | +6.5% |
| 30D | -15.9% | -48.1% | +32.2% | +4.7% |
| 3M | +33.1% | -51.2% | +84.3% | +67.6% |
| 6M | -31.0% | -59.6% | +28.6% | -10.4% |
| YTD | -15.1% | -3.6% | -11.5% | -33.4% |
| 1Y | -45.6% | -2.3% | -43.3% | -58.9% |
| All | +161.0% | +371.0% | -210.1% | -37.5% |
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