+283.2%
MSTR vs FERG
+54.4%
+228.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.8% |
| 7D | +9.3% | +3.4% | +5.9% | +7.0% |
| 30D | +36.5% | -11.5% | +48.0% | +47.5% |
| 3M | +7.3% | +1.3% | +6.1% | +4.3% |
| 6M | +2.2% | -1.0% | +3.2% | +0.6% |
| YTD | -10.2% | +3.2% | -13.4% | -14.2% |
| 1Y | -58.6% | -3.0% | -55.7% | -58.9% |
| 3Y | +283.2% | +55.0% | +228.2% | +218.0% |
| All | +283.2% | +54.4% | +228.8% | +218.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling