+526.8%
MSTR vs FDS
+127.5%
+399.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -10.7% | -2.0% | -8.7% | -9.8% |
| 30D | -21.6% | +13.5% | -35.1% | -27.1% |
| 3M | +24.4% | +15.2% | +9.2% | +14.7% |
| 6M | -35.5% | +47.0% | -82.5% | -49.8% |
| YTD | -20.3% | +13.9% | -34.2% | -28.6% |
| 1Y | -49.3% | +25.2% | -74.5% | -57.6% |
| 3Y | +137.8% | -25.3% | +163.1% | +167.6% |
| 5Y | +48.3% | -23.3% | +71.6% | +67.2% |
| 10Y | +526.8% | +126.0% | +400.8% | +357.0% |
| All | +526.8% | +127.5% | +399.3% | +357.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling