+526.8%
MSTR vs F
+79.7%
+447.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | -10.7% | +1.0% | -11.7% | -11.1% |
| 30D | -21.6% | +2.1% | -23.7% | -22.6% |
| 3M | +24.4% | -10.3% | +34.7% | +31.4% |
| 6M | -35.5% | +3.3% | -38.7% | -38.2% |
| YTD | -20.3% | -2.0% | -18.3% | -21.7% |
| 1Y | -49.3% | -2.3% | -47.0% | -50.1% |
| 3Y | +137.8% | +49.9% | +87.9% | +81.4% |
| 5Y | +48.3% | -12.5% | +60.8% | +45.0% |
| 10Y | +526.8% | +74.3% | +452.5% | +346.8% |
| All | +526.8% | +79.7% | +447.1% | +346.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling