+677.4%
MSTR vs FERG
+352.7%
+324.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.2% |
| 7D | +7.7% | +0.9% | +6.8% | +7.4% |
| 30D | +36.3% | -15.1% | +51.4% | +46.3% |
| 3M | +13.4% | -4.8% | +18.2% | +15.1% |
| 6M | -4.5% | -2.5% | -2.0% | -4.4% |
| YTD | -12.7% | +1.8% | -14.5% | -14.1% |
| 1Y | -59.6% | -0.3% | -59.3% | -60.0% |
| 3Y | +272.5% | +52.9% | +219.5% | +213.0% |
| 5Y | +107.1% | +69.3% | +37.8% | +65.0% |
| 10Y | +677.4% | +352.7% | +324.7% | +475.6% |
| All | +677.4% | +352.7% | +324.7% | +475.6% |
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