+40.4%
MSTR vs FCEL
-97.2%
+137.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.1% | -1.0% |
| 7D | -13.4% | -2.8% | -10.6% | -12.9% |
| 30D | -22.1% | -31.6% | +9.6% | -14.5% |
| 3M | +15.0% | -52.4% | +67.4% | +34.7% |
| 6M | -37.3% | -51.4% | +14.1% | -36.0% |
| YTD | -26.5% | +32.4% | -59.0% | -49.6% |
| 1Y | -46.5% | +37.5% | -84.0% | -64.6% |
| 3Y | +121.1% | -69.3% | +190.4% | +86.7% |
| All | +40.4% | -97.2% | +137.6% | +271.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling