+120.8%
MSTR vs BTDR
+23.8%
+97.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.6% |
| 7D | +12.2% | +20.0% | -7.8% | +6.5% |
| 30D | +45.2% | +11.9% | +33.2% | +40.0% |
| 3M | +10.4% | -36.9% | +47.3% | +22.5% |
| 6M | -2.5% | +56.5% | -59.0% | -20.0% |
| YTD | -6.0% | +10.4% | -16.5% | -14.8% |
| 1Y | -56.4% | +3.1% | -59.5% | -61.9% |
| 3Y | +306.3% | -2.6% | +308.9% | +197.2% |
| 5Y | +100.5% | +25.2% | +75.3% | +15.1% |
| All | +120.8% | +23.8% | +97.0% | +29.0% |
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