+1,673.4%
MSTR vs BTG
+355.9%
+1,317.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.3% |
| 7D | -14.2% | +1.4% | -15.5% | -14.4% |
| 30D | -19.9% | -1.1% | -18.7% | -19.8% |
| 3M | +27.3% | +2.5% | +24.8% | +27.1% |
| 6M | -37.6% | -3.1% | -34.5% | -37.4% |
| YTD | -19.5% | +16.3% | -35.8% | -21.2% |
| 1Y | -47.1% | +27.6% | -74.7% | -48.7% |
| 3Y | +140.3% | +89.5% | +50.8% | +121.9% |
| 5Y | +49.5% | +33.6% | +15.9% | +41.4% |
| 10Y | +521.9% | +178.2% | +343.7% | +461.5% |
| All | +1,673.4% | +355.9% | +1,317.5% | +1,346.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling