+381.9%
MSTR vs TTMI
+262.5%
+119.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +13.3% | -15.9% | -6.5% |
| 7D | -4.0% | -1.6% | -2.3% | -4.4% |
| 30D | -18.6% | -37.7% | +19.1% | -8.9% |
| 3M | +25.6% | -45.1% | +70.7% | +44.2% |
| 6M | -33.1% | -52.1% | +19.1% | -22.2% |
| YTD | -17.3% | +9.2% | -26.5% | -27.0% |
| 1Y | -48.1% | +12.9% | -61.0% | -55.2% |
| 3Y | +154.2% | +445.5% | -291.3% | +37.2% |
| 5Y | +46.2% | +427.9% | -381.7% | -20.1% |
| 10Y | +554.5% | +449.9% | +104.7% | +233.8% |
| All | +381.9% | +262.5% | +119.4% | +55.1% |
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