+308.9%
MSTR vs F
+45.7%
+263.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.3% |
| 7D | +12.2% | +5.3% | +6.8% | +8.9% |
| 30D | +45.2% | +4.6% | +40.6% | +41.2% |
| 3M | +10.4% | -3.7% | +14.0% | +12.5% |
| 6M | -2.5% | +16.8% | -19.3% | -13.0% |
| YTD | -6.0% | +15.3% | -21.3% | -15.7% |
| 1Y | -56.4% | +31.0% | -87.4% | -64.3% |
| All | +308.9% | +45.7% | +263.2% | +208.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling