-56.4%
MSTR vs MTSI
+105.1%
-161.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.1% |
| 7D | +12.2% | +1.4% | +10.8% | +11.9% |
| 30D | +45.2% | +2.1% | +43.1% | +43.5% |
| 3M | +10.4% | -29.7% | +40.1% | +17.4% |
| 6M | -2.5% | +12.5% | -15.0% | -12.1% |
| YTD | -6.0% | +57.0% | -63.0% | -23.7% |
| 1Y | -56.4% | +103.9% | -160.3% | -67.4% |
| All | -56.4% | +105.1% | -161.5% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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