+736.9%
MSTR vs FAST
+492.5%
+244.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.8% |
| 7D | +12.2% | -0.4% | +12.5% | +12.6% |
| 30D | +45.2% | -0.8% | +45.9% | +46.0% |
| 3M | +10.4% | +5.8% | +4.6% | +6.1% |
| 6M | -2.5% | +8.0% | -10.5% | -8.4% |
| YTD | -6.0% | +25.6% | -31.7% | -19.9% |
| 1Y | -56.4% | +0.8% | -57.2% | -57.7% |
| 3Y | +306.3% | +86.1% | +220.2% | +173.1% |
| 5Y | +100.5% | +100.2% | +0.3% | +32.3% |
| All | +736.9% | +492.5% | +244.4% | +295.7% |
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