-49.3%
MSTR vs MTSI
+31.6%
-80.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -18.4% | +9.1% | -5.2% |
| 7D | -8.7% | -24.6% | +15.9% | -3.0% |
| 30D | -21.4% | -45.7% | +24.3% | -11.6% |
| 3M | +31.4% | -27.7% | +59.2% | +39.5% |
| 6M | -30.8% | -37.3% | +6.5% | -27.0% |
| YTD | -14.9% | +11.1% | -26.0% | -22.9% |
| 1Y | -49.3% | +27.2% | -76.5% | -55.1% |
| All | -49.3% | +31.6% | -80.9% | -55.1% |
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