+570.4%
MSTR vs FE
+105.3%
+465.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -1.2% | -1.0% | -0.2% | -0.9% |
| 30D | -15.9% | +4.1% | -20.1% | -17.0% |
| 3M | +33.1% | -1.0% | +34.1% | +33.3% |
| 6M | -31.0% | +4.0% | -35.0% | -32.1% |
| YTD | -15.1% | +6.8% | -22.0% | -17.4% |
| 1Y | -45.6% | +5.3% | -50.9% | -46.9% |
| 3Y | +180.5% | +44.6% | +135.9% | +144.1% |
| 5Y | +61.7% | +44.2% | +17.5% | +42.4% |
| All | +570.4% | +105.3% | +465.1% | +511.3% |
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