-42.3%
MSTR vs FCEL
+32.6%
-74.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.0% | +11.1% | +5.9% |
| 7D | -1.8% | -14.9% | +13.1% | +0.2% |
| 30D | -13.3% | -41.7% | +28.4% | -7.4% |
| 3M | +46.0% | -53.2% | +99.1% | +58.4% |
| 6M | -22.4% | -19.0% | -3.4% | -30.0% |
| YTD | -6.2% | +44.2% | -50.4% | -32.7% |
| 1Y | -42.3% | +42.4% | -84.7% | -60.6% |
| All | -42.3% | +32.6% | -74.9% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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