+1,124.1%
MSTR vs FE
+434.1%
+690.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.1% | -9.2% |
| 7D | -8.7% | +0.6% | -9.3% | -8.8% |
| 30D | -21.4% | +6.4% | -27.8% | -22.7% |
| 3M | +31.4% | -0.5% | +31.9% | +31.4% |
| 6M | -30.8% | +4.7% | -35.6% | -31.8% |
| YTD | -14.9% | +8.4% | -23.3% | -17.0% |
| 1Y | -49.3% | +7.2% | -56.5% | -50.4% |
| 3Y | +184.8% | +44.9% | +139.9% | +155.6% |
| 5Y | +62.1% | +46.3% | +15.8% | +46.1% |
| 10Y | +580.0% | +110.3% | +469.7% | +453.0% |
| All | +1,124.1% | +434.1% | +690.0% | +1,028.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling