+120.4%
MSTR vs FAST
+100.5%
+19.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -2.1% |
| 7D | +12.2% | -0.4% | +12.5% | +12.8% |
| 30D | +45.2% | -0.8% | +45.9% | +46.4% |
| 3M | +10.4% | +5.8% | +4.6% | +3.5% |
| 6M | -2.5% | +8.0% | -10.5% | -12.3% |
| YTD | -6.0% | +25.6% | -31.7% | -28.6% |
| 1Y | -56.4% | +0.8% | -57.2% | -58.5% |
| 3Y | +306.3% | +86.1% | +220.2% | +81.1% |
| All | +120.4% | +100.5% | +19.8% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling