+554.5%
MSTR vs FE
+108.0%
+446.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -4.0% | -1.1% | -2.8% | -3.6% |
| 30D | -18.6% | +4.6% | -23.3% | -19.8% |
| 3M | +25.6% | -0.8% | +26.4% | +25.7% |
| 6M | -33.1% | +7.3% | -40.3% | -34.7% |
| YTD | -17.3% | +8.3% | -25.7% | -19.9% |
| 1Y | -48.1% | +5.7% | -53.8% | -49.3% |
| 3Y | +154.2% | +49.0% | +105.2% | +119.1% |
| 5Y | +46.2% | +49.2% | -3.0% | +27.7% |
| 10Y | +554.5% | +110.7% | +443.8% | +499.7% |
| All | +554.5% | +108.0% | +446.5% | +499.7% |
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