+1,124.1%
MSTR vs F
+16.0%
+1,108.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.2% | -8.9% |
| 7D | -8.7% | +1.4% | -10.1% | -9.1% |
| 30D | -21.4% | +2.0% | -23.5% | -22.1% |
| 3M | +31.4% | -10.4% | +41.8% | +36.5% |
| 6M | -30.8% | +9.7% | -40.5% | -34.1% |
| YTD | -14.9% | -1.2% | -13.7% | -15.8% |
| 1Y | -49.3% | 0.0% | -49.3% | -50.0% |
| 3Y | +184.8% | +41.1% | +143.7% | +147.2% |
| 5Y | +62.1% | -11.4% | +73.6% | +69.1% |
| 10Y | +580.0% | +85.0% | +495.0% | +431.6% |
| All | +1,124.1% | +16.0% | +1,108.1% | +633.3% |
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