-45.6%
MSTR vs MTSI
+38.8%
-84.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.1% | -2.9% |
| 7D | -1.2% | -10.0% | +8.8% | +1.1% |
| 30D | -15.9% | -37.2% | +21.3% | -7.4% |
| 3M | +33.1% | -30.1% | +63.2% | +42.9% |
| 6M | -31.0% | -31.9% | +0.9% | -28.5% |
| YTD | -15.1% | +23.2% | -38.3% | -31.9% |
| 1Y | -45.6% | +26.4% | -72.0% | -57.5% |
| All | -45.6% | +38.8% | -84.4% | -57.5% |
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