+308.9%
MSTR vs FDS
-27.9%
+336.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.3% |
| 7D | +12.2% | -1.9% | +14.1% | +13.0% |
| 30D | +45.2% | +9.0% | +36.1% | +42.1% |
| 3M | +10.4% | +18.9% | -8.5% | +4.6% |
| 6M | -2.5% | +35.1% | -37.6% | -12.3% |
| YTD | -6.0% | +5.5% | -11.5% | -6.3% |
| 1Y | -56.4% | -16.8% | -39.6% | -51.8% |
| All | +308.9% | -27.9% | +336.8% | +343.3% |
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 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