+554.5%
MSTR vs FAST
+606.6%
-52.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -4.4% |
| 7D | -4.0% | +3.8% | -7.8% | -6.1% |
| 30D | -18.6% | +8.1% | -26.7% | -22.6% |
| 3M | +25.6% | +5.8% | +19.8% | +21.3% |
| 6M | -33.1% | +24.9% | -57.9% | -42.3% |
| YTD | -17.3% | +38.9% | -56.3% | -34.0% |
| 1Y | -48.1% | +36.5% | -84.6% | -58.1% |
| 3Y | +154.2% | +98.1% | +56.1% | +63.4% |
| 5Y | +46.2% | +109.3% | -63.1% | -8.4% |
| 10Y | +554.5% | +547.9% | +6.6% | +203.0% |
| All | +554.5% | +606.6% | -52.1% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling