+180.5%
MSTR vs F
+40.1%
+140.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -1.2% | +1.6% | -2.8% | -2.1% |
| 30D | -15.9% | +2.6% | -18.6% | -17.4% |
| 3M | +33.1% | -8.8% | +41.9% | +39.9% |
| 6M | -31.0% | +4.6% | -35.6% | -35.1% |
| YTD | -15.1% | -1.9% | -13.3% | -17.0% |
| 1Y | -45.6% | -0.8% | -44.9% | -47.3% |
| 3Y | +180.5% | +43.5% | +137.0% | +114.8% |
| All | +180.5% | +40.1% | +140.4% | +114.8% |
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