+554.5%
MSTR vs FDX
+160.0%
+394.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -4.4% |
| 7D | -4.0% | +0.2% | -4.1% | -4.0% |
| 30D | -18.6% | +9.3% | -27.9% | -22.3% |
| 3M | +25.6% | +0.5% | +25.1% | +25.0% |
| 6M | -33.1% | +5.3% | -38.4% | -35.0% |
| YTD | -17.3% | +38.6% | -55.9% | -31.4% |
| 1Y | -48.1% | +53.5% | -101.6% | -59.4% |
| 3Y | +154.2% | +74.2% | +80.0% | +77.2% |
| 5Y | +46.2% | +75.3% | -29.1% | +1.1% |
| 10Y | +554.5% | +156.3% | +398.3% | +294.4% |
| All | +554.5% | +160.0% | +394.5% | +294.4% |
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