MSTR vs MSTY

The chart shows the growth of an initial investment of $10,000 in MSTR vs MSTY, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every week.

Based on dividend-adjusted daily data since Feb 22, 2024, MSTR vs MSTY's average daily return is +0.22%, while the average monthly return is +4.61%. At this rate, an investment would double in approximately 1.3 years.

Historically, 41% of months were positive and 59% were negative. The best month was Mar 2024 with a return of +69.1%, while the worst month was Apr 2024 at -32.8%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 9 months.

On a daily basis, MSTR vs MSTY closed higher 49% of trading days. The best single day was Feb 6, 2026 with a return of +24.2%, while the worst single day was Mar 5, 2024 at -17.9%.

MSTR vs MSTY has an annualized alpha of 12.36%, beta of 2.37, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since February 22, 2024.

• This portfolio captured 231.37% of S&P 500 Index gains and 224.23% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.21 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

MSTR vs MSTY has an expense ratio of 0.49%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

MSTR vs MSTY ranks 0 for risk / return — in the bottom 0% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current MSTR vs MSTY Sharpe ratio is -0.98 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of MSTR vs MSTY compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

MSTR vs MSTY provided a 120.58% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the MSTR vs MSTY. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the MSTR vs MSTY was 74.25%, occurring on Feb 5, 2026. The portfolio has not yet recovered.

The current MSTR vs MSTY drawdown is 70.00%.

The chart below shows the rolling one-month volatility.