+526.8%
MSTR vs FERG
+432.6%
+94.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -10.7% | +7.2% | -17.9% | -13.7% |
| 30D | -21.6% | +17.9% | -39.5% | -27.4% |
| 3M | +24.4% | -1.3% | +25.7% | +24.5% |
| 6M | -35.5% | +8.3% | -43.8% | -38.5% |
| YTD | -20.3% | +18.3% | -38.7% | -27.0% |
| 1Y | -49.3% | +4.7% | -54.0% | -51.1% |
| 3Y | +137.8% | +70.3% | +67.5% | +88.6% |
| 5Y | +48.3% | +84.6% | -36.3% | +10.0% |
| 10Y | +526.8% | +430.3% | +96.5% | +317.1% |
| All | +526.8% | +432.6% | +94.2% | +317.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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