+394.7%
MSTR vs TTMI
+220.0%
+174.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.9% | -7.2% | -2.3% |
| 7D | -1.2% | -19.8% | +18.6% | +4.8% |
| 30D | -15.9% | -48.1% | +32.2% | -0.3% |
| 3M | +33.1% | -51.2% | +84.3% | +59.0% |
| 6M | -31.0% | -59.6% | +28.6% | -15.2% |
| YTD | -15.1% | -3.6% | -11.5% | -21.9% |
| 1Y | -45.6% | -2.3% | -43.3% | -50.8% |
| 3Y | +180.5% | +369.4% | -188.9% | +58.9% |
| 5Y | +61.7% | +365.4% | -303.8% | -7.9% |
| 10Y | +578.0% | +413.2% | +164.8% | +255.1% |
| All | +394.7% | +220.0% | +174.6% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling