+1,252.0%
MSTR vs F
+35.4%
+1,216.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.9% |
| 7D | +12.2% | +5.3% | +6.8% | +10.1% |
| 30D | +45.2% | +4.6% | +40.6% | +42.7% |
| 3M | +10.4% | -3.7% | +14.0% | +11.8% |
| 6M | -2.5% | +16.8% | -19.3% | -9.0% |
| YTD | -6.0% | +15.3% | -21.3% | -11.9% |
| 1Y | -56.4% | +31.0% | -87.4% | -61.1% |
| 3Y | +306.3% | +45.4% | +260.8% | +247.4% |
| 5Y | +100.5% | +54.7% | +45.8% | +74.6% |
| 10Y | +741.1% | +98.2% | +642.9% | +538.2% |
| All | +1,252.0% | +35.4% | +1,216.5% | +666.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling