+554.5%
MSTR vs FCEL
-98.9%
+653.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.6% | -11.2% | -3.7% |
| 7D | -4.0% | +3.0% | -7.0% | -4.5% |
| 30D | -18.6% | -40.0% | +21.4% | -13.6% |
| 3M | +25.6% | -47.0% | +72.6% | +33.7% |
| 6M | -33.1% | -21.0% | -12.0% | -35.7% |
| YTD | -17.3% | +48.0% | -65.4% | -28.2% |
| 1Y | -48.1% | +43.9% | -92.0% | -55.1% |
| 3Y | +154.2% | -67.5% | +221.7% | +139.8% |
| 5Y | +46.2% | -96.7% | +142.9% | +69.8% |
| 10Y | +554.5% | -99.0% | +653.5% | +711.0% |
| All | +554.5% | -98.9% | +653.5% | +711.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling