+526.8%
MSTR vs FDX
+155.6%
+371.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -10.7% | +0.5% | -11.2% | -10.9% |
| 30D | -21.6% | +9.5% | -31.1% | -25.2% |
| 3M | +24.4% | -1.3% | +25.7% | +25.0% |
| 6M | -35.5% | +5.5% | -41.0% | -37.4% |
| YTD | -20.3% | +38.9% | -59.2% | -34.0% |
| 1Y | -49.3% | +58.8% | -108.1% | -61.1% |
| 3Y | +137.8% | +71.1% | +66.6% | +67.4% |
| 5Y | +48.3% | +76.3% | -28.0% | +2.3% |
| 10Y | +526.8% | +153.4% | +373.4% | +276.8% |
| All | +526.8% | +155.6% | +371.2% | +276.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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