+481.0%
MSTR vs FAST
+541.9%
-60.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -13.4% | +4.2% | -17.6% | -15.6% |
| 30D | -22.1% | +6.7% | -28.7% | -25.2% |
| 3M | +15.0% | +8.0% | +6.9% | +9.7% |
| 6M | -37.3% | +27.4% | -64.7% | -46.6% |
| YTD | -26.5% | +40.5% | -67.0% | -41.8% |
| 1Y | -46.5% | +38.4% | -84.8% | -57.2% |
| 3Y | +121.1% | +98.7% | +22.4% | +41.6% |
| 5Y | +37.5% | +106.7% | -69.2% | -13.8% |
| All | +481.0% | +541.9% | -60.9% | +159.5% |
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