+304.5%
MSTR vs FCEL
-64.7%
+369.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.7% |
| 7D | +12.2% | -15.8% | +28.0% | +14.8% |
| 30D | +45.2% | -29.3% | +74.4% | +51.5% |
| 3M | +10.4% | -30.1% | +40.5% | +10.5% |
| 6M | -2.5% | +74.4% | -76.9% | -21.4% |
| YTD | -6.0% | +104.5% | -110.5% | -27.0% |
| 1Y | -56.4% | +281.4% | -337.8% | -70.5% |
| All | +304.5% | -64.7% | +369.1% | +297.3% |
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