+120.4%
MSTR vs FDX
+65.4%
+54.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +12.2% | -2.5% | +14.7% | +14.2% |
| 30D | +45.2% | +3.8% | +41.4% | +41.6% |
| 3M | +10.4% | -1.3% | +11.7% | +11.0% |
| 6M | -2.5% | +5.0% | -7.5% | -6.7% |
| YTD | -6.0% | +39.6% | -45.7% | -26.4% |
| 1Y | -56.4% | +81.1% | -137.5% | -71.7% |
| 3Y | +306.3% | +63.0% | +243.2% | +158.7% |
| All | +120.4% | +65.4% | +54.9% | +29.6% |
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