+495.5%
MSTR vs MTSI
+498.4%
-2.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.8% | -5.9% |
| 7D | -11.5% | +29.1% | -40.6% | -20.3% |
| 30D | -24.8% | -20.4% | -4.4% | -19.4% |
| 3M | +20.6% | -20.9% | +41.6% | +27.7% |
| 6M | -38.0% | -32.3% | -5.7% | -32.5% |
| YTD | -24.7% | +43.5% | -68.2% | -40.8% |
| 1Y | -49.1% | +43.8% | -92.9% | -60.0% |
| 3Y | +124.7% | +218.8% | -94.1% | +29.1% |
| 5Y | +40.9% | +228.3% | -187.4% | -20.1% |
| All | +495.5% | +498.4% | -2.8% | +167.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling