+142.3%
MSTR vs FDS
-22.8%
+165.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.7% | +0.2% |
| 7D | -14.2% | -2.1% | -12.0% | -13.6% |
| 30D | -19.9% | +16.0% | -35.9% | -23.7% |
| 3M | +27.3% | +18.8% | +8.5% | +20.6% |
| 6M | -37.6% | +54.1% | -91.7% | -46.0% |
| YTD | -19.5% | +17.0% | -36.5% | -22.6% |
| 1Y | -47.1% | +25.5% | -72.6% | -50.8% |
| All | +142.3% | -22.8% | +165.1% | +161.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling