+89.2%
MSTR vs BTDR
-29.7%
+118.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.7% | -8.6% | -1.9% |
| 7D | -14.2% | +7.7% | -21.8% | -16.8% |
| 30D | -19.9% | -24.1% | +4.2% | -14.0% |
| 3M | +27.3% | -19.1% | +46.4% | +35.1% |
| 6M | -37.6% | -46.6% | +9.1% | -29.1% |
| YTD | -19.5% | -37.3% | +17.8% | -14.5% |
| 1Y | -47.1% | -53.2% | +6.1% | -39.5% |
| 3Y | +140.3% | +77.1% | +63.2% | +85.5% |
| 5Y | +49.5% | -29.7% | +79.2% | +2.3% |
| All | +89.2% | -29.7% | +118.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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