-45.6%
MSTR vs FDS
+29.3%
-74.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.6% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | -15.9% | +20.2% | -36.1% | -20.1% |
| 3M | +33.1% | +19.9% | +13.3% | +27.6% |
| 6M | -31.0% | +56.2% | -87.1% | -38.1% |
| YTD | -15.1% | +14.6% | -29.7% | -17.8% |
| 1Y | -45.6% | +31.6% | -77.2% | -43.9% |
| All | -45.6% | +29.3% | -74.9% | -43.9% |
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