-49.1%
MSTR vs FAST
+38.4%
-87.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.5% |
| 7D | -11.5% | +5.0% | -16.5% | -12.2% |
| 30D | -24.8% | +8.6% | -33.4% | -25.7% |
| 3M | +20.6% | +6.9% | +13.7% | +18.3% |
| 6M | -38.0% | +29.6% | -67.6% | -40.3% |
| YTD | -24.7% | +41.4% | -66.1% | -30.3% |
| 1Y | -49.1% | +38.5% | -87.6% | -53.2% |
| All | -49.1% | +38.4% | -87.5% | -53.2% |
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