+495.5%
MSTR vs FE
+123.7%
+371.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -11.5% | -0.3% | -11.2% | -11.4% |
| 30D | -24.8% | +3.9% | -28.7% | -25.7% |
| 3M | +20.6% | -0.1% | +20.7% | +20.5% |
| 6M | -38.0% | +6.1% | -44.0% | -39.3% |
| YTD | -24.7% | +8.1% | -32.8% | -26.9% |
| 1Y | -49.1% | +4.4% | -53.5% | -50.1% |
| 3Y | +124.7% | +49.0% | +75.7% | +93.4% |
| 5Y | +40.9% | +46.1% | -5.2% | +23.6% |
| All | +495.5% | +123.7% | +371.8% | +446.5% |
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