-46.5%
MSTR vs FAST
+38.3%
-84.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -13.4% | +4.2% | -17.6% | -13.9% |
| 30D | -22.1% | +6.7% | -28.7% | -22.8% |
| 3M | +15.0% | +8.0% | +6.9% | +12.9% |
| 6M | -37.3% | +27.4% | -64.7% | -39.3% |
| YTD | -26.5% | +40.5% | -67.0% | -31.1% |
| 1Y | -46.5% | +38.4% | -84.8% | -50.3% |
| All | -46.5% | +38.3% | -84.8% | -50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling