+1,120.6%
MSTR vs FDX
+1,452.5%
-331.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.9% |
| 7D | -1.2% | -1.6% | +0.4% | -0.4% |
| 30D | -15.9% | +6.6% | -22.5% | -18.3% |
| 3M | +33.1% | -2.1% | +35.2% | +34.2% |
| 6M | -31.0% | +2.2% | -33.1% | -31.7% |
| YTD | -15.1% | +33.9% | -49.1% | -26.3% |
| 1Y | -45.6% | +50.2% | -95.9% | -55.3% |
| 3Y | +180.5% | +65.5% | +115.0% | +114.1% |
| 5Y | +61.7% | +74.1% | -12.4% | +22.9% |
| 10Y | +578.0% | +156.7% | +421.3% | +313.4% |
| All | +1,120.6% | +1,452.5% | -331.9% | +249.5% |
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