+1,252.0%
MSTR vs FAST
+5,241.2%
-3,989.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.7% |
| 7D | +12.2% | -0.4% | +12.5% | +12.5% |
| 30D | +45.2% | -0.8% | +45.9% | +45.8% |
| 3M | +10.4% | +5.8% | +4.6% | +7.3% |
| 6M | -2.5% | +8.0% | -10.5% | -6.7% |
| YTD | -6.0% | +25.6% | -31.7% | -15.9% |
| 1Y | -56.4% | +0.8% | -57.2% | -57.3% |
| 3Y | +306.3% | +86.1% | +220.2% | +208.9% |
| 5Y | +100.5% | +100.2% | +0.3% | +52.8% |
| 10Y | +741.1% | +494.2% | +246.9% | +305.8% |
| All | +1,252.0% | +5,241.2% | -3,989.3% | +88.0% |
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