+40.4%
MSTR vs FDX
+74.7%
-34.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -4.0% | -3.4% |
| 7D | -13.4% | +5.2% | -18.6% | -16.3% |
| 30D | -22.1% | +11.3% | -33.4% | -27.3% |
| 3M | +15.0% | -4.1% | +19.1% | +17.8% |
| 6M | -37.3% | +9.6% | -46.9% | -41.3% |
| YTD | -26.5% | +40.9% | -67.4% | -43.1% |
| 1Y | -46.5% | +53.0% | -99.5% | -61.0% |
| 3Y | +121.1% | +74.1% | +47.0% | +31.8% |
| All | +40.4% | +74.7% | -34.3% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling