+731.6%
MSTR vs FDS
+87.3%
+644.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | +0.5% |
| 7D | +12.2% | -1.9% | +14.1% | +13.6% |
| 30D | +45.2% | +9.0% | +36.1% | +39.1% |
| 3M | +10.4% | +18.9% | -8.5% | -1.1% |
| 6M | -2.5% | +35.1% | -37.6% | -21.0% |
| YTD | -6.0% | +5.5% | -11.5% | -11.6% |
| 1Y | -56.4% | -16.8% | -39.6% | -53.3% |
| 3Y | +306.3% | -28.1% | +334.3% | +366.8% |
| 5Y | +100.5% | -17.4% | +117.9% | +121.3% |
| All | +731.6% | +87.3% | +644.3% | +551.3% |
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