+1,249.5%
MSTR vs F
+17.3%
+1,232.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +4.0% |
| 7D | -1.8% | +6.0% | -7.8% | -4.0% |
| 30D | -13.3% | +4.3% | -17.6% | -14.8% |
| 3M | +46.0% | -10.1% | +56.0% | +51.4% |
| 6M | -22.4% | +12.8% | -35.2% | -26.9% |
| YTD | -6.2% | -0.1% | -6.1% | -7.6% |
| 1Y | -42.3% | +3.7% | -46.0% | -43.9% |
| 3Y | +214.0% | +42.7% | +171.3% | +171.3% |
| 5Y | +78.2% | -11.0% | +89.2% | +85.3% |
| 10Y | +649.6% | +87.0% | +562.6% | +483.3% |
| All | +1,249.5% | +17.3% | +1,232.1% | +704.8% |
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 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