-47.1%
MSTR vs F
-2.7%
-44.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -14.2% | -2.1% | -12.0% | -13.4% |
| 30D | -19.9% | +3.3% | -23.2% | -20.9% |
| 3M | +27.3% | -11.3% | +38.6% | +32.9% |
| 6M | -37.6% | +5.3% | -42.9% | -38.6% |
| YTD | -19.5% | -2.2% | -17.3% | -19.1% |
| 1Y | -47.1% | -3.5% | -43.6% | -46.0% |
| All | -47.1% | -2.7% | -44.4% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling