+144.3%
MSTR vs FBTC
+60.2%
+84.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.5% |
| 7D | -8.3% | -3.1% | -5.2% | -3.8% |
| 30D | +38.1% | +22.0% | +16.1% | +4.7% |
| 3M | +9.0% | +21.6% | -12.6% | -15.8% |
| 6M | -5.3% | +9.2% | -14.5% | -12.6% |
| YTD | -13.8% | -11.8% | -2.0% | +10.6% |
| 1Y | -59.8% | -32.7% | -27.1% | -22.8% |
| All | +144.3% | +60.2% | +84.1% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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