+40.4%
MSTR vs FDS
-23.2%
+63.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.6% |
| 7D | -13.4% | +1.5% | -14.9% | -14.2% |
| 30D | -22.1% | +14.8% | -36.9% | -28.9% |
| 3M | +15.0% | +16.3% | -1.3% | +4.2% |
| 6M | -37.3% | +66.2% | -103.5% | -57.3% |
| YTD | -26.5% | +16.2% | -42.8% | -34.5% |
| 1Y | -46.5% | +21.8% | -68.3% | -54.7% |
| 3Y | +121.1% | -23.9% | +145.0% | +171.0% |
| All | +40.4% | -23.2% | +63.6% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling