+188.8%
MSTR vs BTSG
+406.1%
-217.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | +12.2% | +2.7% | +9.5% | +11.1% |
| 30D | +45.2% | -3.6% | +48.8% | +46.7% |
| 3M | +10.4% | +5.8% | +4.6% | +5.8% |
| 6M | -2.5% | +44.7% | -47.2% | -18.1% |
| YTD | -6.0% | +62.2% | -68.2% | -24.8% |
| 1Y | -56.4% | +152.1% | -208.5% | -71.0% |
| All | +188.8% | +406.1% | -217.3% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling