+677.4%
MSTR vs BTG
+147.2%
+530.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.4% | -3.2% |
| 7D | +7.7% | +2.4% | +5.3% | +7.3% |
| 30D | +36.3% | +9.5% | +26.9% | +34.0% |
| 3M | +13.4% | +38.5% | -25.1% | +5.2% |
| 6M | -4.5% | +5.6% | -10.1% | -6.4% |
| YTD | -12.7% | +23.9% | -36.6% | -17.8% |
| 1Y | -59.6% | +32.1% | -91.7% | -62.9% |
| 3Y | +272.5% | +103.2% | +169.3% | +205.0% |
| 5Y | +107.1% | +79.7% | +27.4% | +74.1% |
| 10Y | +677.4% | +159.1% | +518.3% | +568.5% |
| All | +677.4% | +147.2% | +530.2% | +568.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling