+987.8%
MSTR vs MTSI
+1,120.6%
-132.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.4% |
| 7D | -1.8% | -10.7% | +8.8% | +1.9% |
| 30D | -13.3% | -29.0% | +15.7% | -3.5% |
| 3M | +46.0% | -14.7% | +60.7% | +50.1% |
| 6M | -22.4% | -20.1% | -2.4% | -20.6% |
| YTD | -6.2% | +36.1% | -42.3% | -21.4% |
| 1Y | -42.3% | +61.7% | -104.0% | -54.7% |
| 3Y | +214.0% | +210.7% | +3.3% | +100.2% |
| 5Y | +78.2% | +212.8% | -134.7% | +14.3% |
| 10Y | +649.6% | +519.2% | +130.4% | +281.1% |
| All | +987.8% | +1,120.6% | -132.8% | +393.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling