+736.9%
MSTR vs FE
+115.1%
+621.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +12.2% | +1.9% | +10.2% | +11.6% |
| 30D | +45.2% | -1.2% | +46.3% | +45.6% |
| 3M | +10.4% | +3.5% | +6.9% | +9.0% |
| 6M | -2.5% | -6.1% | +3.6% | -1.1% |
| YTD | -6.0% | +7.6% | -13.6% | -8.5% |
| 1Y | -56.4% | +11.9% | -68.3% | -58.2% |
| 3Y | +306.3% | +48.4% | +257.9% | +251.2% |
| 5Y | +100.5% | +44.8% | +55.7% | +76.8% |
| All | +736.9% | +115.1% | +621.8% | +656.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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