+1,252.0%
MSTR vs FDX
+1,518.6%
-266.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +12.2% | -2.5% | +14.7% | +13.6% |
| 30D | +45.2% | +3.8% | +41.4% | +42.8% |
| 3M | +10.4% | -1.3% | +11.7% | +10.9% |
| 6M | -2.5% | +5.0% | -7.5% | -5.1% |
| YTD | -6.0% | +39.6% | -45.7% | -19.8% |
| 1Y | -56.4% | +81.1% | -137.5% | -67.0% |
| 3Y | +306.3% | +63.0% | +243.2% | +212.5% |
| 5Y | +100.5% | +65.6% | +34.9% | +55.0% |
| 10Y | +741.1% | +183.4% | +557.7% | +392.0% |
| All | +1,252.0% | +1,518.6% | -266.6% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling