+536.9%
MSTR vs FE
+123.9%
+413.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -14.2% | -0.4% | -13.8% | -14.1% |
| 30D | -19.9% | +3.6% | -23.5% | -20.8% |
| 3M | +27.3% | +0.3% | +27.0% | +27.0% |
| 6M | -37.6% | +6.4% | -44.0% | -39.0% |
| YTD | -19.5% | +8.1% | -27.6% | -21.9% |
| 1Y | -47.1% | +4.6% | -51.7% | -48.2% |
| 3Y | +140.3% | +49.1% | +91.2% | +106.8% |
| 5Y | +49.5% | +46.1% | +3.4% | +31.1% |
| All | +536.9% | +123.9% | +413.0% | +484.3% |
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