+1,124.1%
MSTR vs FAST
+5,625.5%
-4,501.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -9.0% |
| 7D | -8.7% | +0.7% | -9.4% | -8.9% |
| 30D | -21.4% | +4.6% | -26.1% | -23.0% |
| 3M | +31.4% | +6.4% | +25.1% | +28.1% |
| 6M | -30.8% | +20.6% | -51.4% | -36.7% |
| YTD | -14.9% | +34.7% | -49.6% | -26.2% |
| 1Y | -49.3% | +29.7% | -79.0% | -55.3% |
| 3Y | +184.8% | +89.9% | +94.9% | +114.8% |
| 5Y | +62.1% | +105.0% | -42.8% | +21.9% |
| 10Y | +580.0% | +594.2% | -14.2% | +208.6% |
| All | +1,124.1% | +5,625.5% | -4,501.3% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling