-42.3%
MSTR vs BTSG
+111.7%
-154.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | -1.8% | +17.4% | -19.2% | -6.4% |
| 30D | -13.3% | +12.6% | -25.9% | -16.2% |
| 3M | +46.0% | +11.2% | +34.8% | +41.5% |
| 6M | -22.4% | +30.4% | -52.8% | -32.1% |
| YTD | -6.2% | +86.4% | -92.6% | -28.7% |
| 1Y | -42.3% | +117.9% | -160.2% | -56.6% |
| All | -42.3% | +111.7% | -154.0% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling