-58.6%
MSTR vs FCEL
+328.0%
-386.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +18.8% | -23.2% | -6.7% |
| 7D | +9.3% | +4.0% | +5.3% | +8.4% |
| 30D | +36.5% | -13.1% | +49.6% | +37.6% |
| 3M | +7.3% | +14.6% | -7.3% | -1.0% |
| 6M | +2.2% | +133.7% | -131.4% | -25.6% |
| YTD | -10.2% | +143.0% | -153.1% | -36.1% |
| 1Y | -58.6% | +320.9% | -379.5% | -71.7% |
| All | -58.6% | +328.0% | -386.6% | -71.7% |
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