-42.3%
MSTR vs FDS
+31.1%
-73.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +4.4% |
| 7D | -1.8% | +9.4% | -11.2% | -4.2% |
| 30D | -13.3% | +23.8% | -37.1% | -18.3% |
| 3M | +46.0% | +25.1% | +20.8% | +38.2% |
| 6M | -22.4% | +53.8% | -76.2% | -30.0% |
| YTD | -6.2% | +19.6% | -25.7% | -9.6% |
| 1Y | -42.3% | +31.6% | -73.9% | -44.0% |
| All | -42.3% | +31.1% | -73.4% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling