+180.5%
MSTR vs FCEL
-74.5%
+255.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.5% | -11.8% | -2.0% |
| 7D | -1.2% | -11.2% | +10.0% | +0.4% |
| 30D | -15.9% | -45.8% | +29.8% | -8.2% |
| 3M | +33.1% | -51.0% | +84.1% | +45.3% |
| 6M | -31.0% | -22.2% | -8.7% | -35.3% |
| YTD | -15.1% | +36.3% | -51.4% | -30.7% |
| 1Y | -45.6% | +29.0% | -74.7% | -55.7% |
| 3Y | +180.5% | -70.9% | +251.4% | +196.7% |
| All | +180.5% | -74.5% | +255.0% | +196.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling