+120.4%
MSTR vs MTSI
+320.9%
-200.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -3.7% |
| 7D | +12.2% | +1.4% | +10.8% | +11.2% |
| 30D | +45.2% | +2.1% | +43.1% | +39.0% |
| 3M | +10.4% | -29.7% | +40.1% | +32.2% |
| 6M | -2.5% | +12.5% | -15.0% | -22.8% |
| YTD | -6.0% | +57.0% | -63.0% | -45.2% |
| 1Y | -56.4% | +103.9% | -160.3% | -80.4% |
| 3Y | +306.3% | +223.6% | +82.7% | +6.1% |
| All | +120.4% | +320.9% | -200.5% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling