+120.4%
MSTR vs F
+55.4%
+65.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.5% |
| 7D | +12.2% | +5.3% | +6.8% | +8.0% |
| 30D | +45.2% | +4.6% | +40.6% | +40.1% |
| 3M | +10.4% | -3.7% | +14.0% | +12.9% |
| 6M | -2.5% | +16.8% | -19.3% | -16.5% |
| YTD | -6.0% | +15.3% | -21.3% | -19.1% |
| 1Y | -56.4% | +31.0% | -87.4% | -66.5% |
| 3Y | +306.3% | +45.4% | +260.8% | +168.1% |
| All | +120.4% | +55.4% | +65.0% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling