MSTR vs BTC

The chart shows the growth of an initial investment of $10,000 in MSTR vs BTC, 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 BTC's average daily return is +0.17%, while the average monthly return is +3.55%. At this rate, an investment would double in approximately 1.7 years.

Historically, 41% of months were positive and 59% were negative. The best month was Mar 2024 with a return of +70.9%, while the worst month was Nov 2025 at -30.8%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 9 months.

On a daily basis, MSTR vs BTC closed higher 52% of trading days. The best single day was Feb 6, 2026 with a return of +22.3%, while the worst single day was Feb 5, 2026 at -16.6%.

MSTR vs BTC has an annualized alpha of 3.55%, beta of 2.14, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since February 22, 2024.

• This portfolio participated in 189.11% of S&P 500 Index downside but only 163.10% of its upside - more exposed to losses than it benefited from rallies.
• R2 of 0.22 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 BTC has a high expense ratio of 0.99%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

MSTR vs BTC 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 BTC Sharpe ratio is -1.01 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 BTC compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

MSTR vs BTC provided a 241.17% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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 BTC. 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 BTC was 71.79%, occurring on Feb 5, 2026. The portfolio has not yet recovered.

The current MSTR vs BTC drawdown is 66.98%.

The chart below shows the rolling one-month volatility.