+521.9%
MSTR vs BTG
+160.5%
+361.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.7% |
| 7D | -14.2% | +1.4% | -15.5% | -14.6% |
| 30D | -19.9% | -1.1% | -18.7% | -19.8% |
| 3M | +27.3% | +2.5% | +24.8% | +26.7% |
| 6M | -37.6% | -3.1% | -34.5% | -37.4% |
| YTD | -19.5% | +16.3% | -35.8% | -23.5% |
| 1Y | -47.1% | +27.6% | -74.7% | -50.9% |
| 3Y | +140.3% | +89.5% | +50.8% | +98.1% |
| 5Y | +49.5% | +33.6% | +15.9% | +29.4% |
| 10Y | +521.9% | +178.2% | +343.7% | +437.3% |
| All | +521.9% | +160.5% | +361.3% | +437.3% |
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