+521.9%
MSTR vs F
+74.7%
+447.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -14.2% | -2.1% | -12.0% | -13.1% |
| 30D | -19.9% | +3.3% | -23.2% | -21.5% |
| 3M | +27.3% | -11.3% | +38.6% | +35.4% |
| 6M | -37.6% | +5.3% | -42.9% | -40.9% |
| YTD | -19.5% | -2.2% | -17.3% | -20.8% |
| 1Y | -47.1% | -3.5% | -43.6% | -47.5% |
| 3Y | +140.3% | +49.5% | +90.8% | +83.6% |
| 5Y | +49.5% | -13.5% | +63.0% | +46.8% |
| 10Y | +521.9% | +69.0% | +452.8% | +347.0% |
| All | +521.9% | +74.7% | +447.2% | +347.0% |
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