+180.5%
MSTR vs FAST
+91.8%
+88.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.2% | +2.1% | -3.3% | -2.4% |
| 30D | -15.9% | +6.9% | -22.8% | -19.7% |
| 3M | +33.1% | +4.8% | +28.3% | +29.0% |
| 6M | -31.0% | +19.8% | -50.8% | -39.7% |
| YTD | -15.1% | +34.9% | -50.0% | -34.1% |
| 1Y | -45.6% | +32.8% | -78.4% | -57.3% |
| 3Y | +180.5% | +93.7% | +86.8% | +97.3% |
| All | +180.5% | +91.8% | +88.7% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling