+176.1%
MSTR vs BTSG
+421.3%
-245.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -5.5% |
| 7D | +9.3% | +5.7% | +3.6% | +7.1% |
| 30D | +36.5% | +0.2% | +36.3% | +35.9% |
| 3M | +7.3% | +5.6% | +1.7% | +3.0% |
| 6M | +2.2% | +50.8% | -48.5% | -15.5% |
| YTD | -10.2% | +67.0% | -77.2% | -28.9% |
| 1Y | -58.6% | +145.5% | -204.1% | -72.1% |
| All | +176.1% | +421.3% | -245.3% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling