+1,359.5%
MSTR vs FERG
+1,348.4%
+11.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.1% |
| 7D | +12.2% | 0.0% | +12.2% | +12.2% |
| 30D | +45.2% | -10.2% | +55.3% | +49.7% |
| 3M | +10.4% | -0.6% | +11.0% | +9.9% |
| 6M | -2.5% | -6.5% | +4.0% | -1.0% |
| YTD | -6.0% | +4.2% | -10.2% | -7.6% |
| 1Y | -56.4% | -2.3% | -54.1% | -56.4% |
| 3Y | +306.3% | +48.5% | +257.8% | +267.0% |
| 5Y | +100.5% | +72.0% | +28.5% | +73.9% |
| 10Y | +741.1% | +369.9% | +371.2% | +589.4% |
| All | +1,359.5% | +1,348.4% | +11.1% | +1,017.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling