+180.5%
MSTR vs FERG
+56.2%
+124.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.3% |
| 7D | -1.2% | -2.1% | +0.9% | +0.5% |
| 30D | -15.9% | +8.7% | -24.6% | -20.6% |
| 3M | +33.1% | -7.4% | +40.5% | +40.1% |
| 6M | -31.0% | -6.6% | -24.4% | -28.4% |
| YTD | -15.1% | +6.6% | -21.7% | -20.8% |
| 1Y | -45.6% | -3.6% | -42.1% | -45.5% |
| 3Y | +180.5% | +56.4% | +124.1% | +192.9% |
| All | +180.5% | +56.2% | +124.3% | +192.9% |
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