+1,120.6%
MSTR vs FCEL
-99.9%
+1,220.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.5% | -11.8% | -2.0% |
| 7D | -1.2% | -11.2% | +10.0% | +0.3% |
| 30D | -15.9% | -45.8% | +29.8% | -8.4% |
| 3M | +33.1% | -51.0% | +84.1% | +44.9% |
| 6M | -31.0% | -22.2% | -8.7% | -34.1% |
| YTD | -15.1% | +36.3% | -51.4% | -27.1% |
| 1Y | -45.6% | +29.0% | -74.7% | -53.4% |
| 3Y | +180.5% | -70.9% | +251.4% | +166.2% |
| 5Y | +61.7% | -96.3% | +158.0% | +103.0% |
| 10Y | +578.0% | -99.1% | +677.1% | +588.8% |
| All | +1,120.6% | -99.9% | +1,220.6% | +655.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling