+1,252.0%
MSTR vs FCEL
-99.9%
+1,351.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.8% |
| 6M | -2.5% | +74.4% | -76.9% | -18.0% |
| YTD | -6.0% | +104.5% | -110.5% | -23.1% |
| 1Y | -56.4% | +281.4% | -337.8% | -68.3% |
| 3Y | +306.3% | -66.1% | +372.4% | +278.4% |
| 5Y | +100.5% | -91.9% | +192.3% | +127.2% |
| 10Y | +741.1% | -99.2% | +840.3% | +789.4% |
| All | +1,252.0% | -99.9% | +1,351.8% | +697.7% |
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 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