+1,217.8%
MSTR vs FERG
+1,382.0%
-164.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.2% | -2.1% | +0.9% | -0.4% |
| 30D | -15.9% | +8.7% | -24.6% | -17.9% |
| 3M | +33.1% | -7.4% | +40.5% | +36.3% |
| 6M | -31.0% | -6.6% | -24.4% | -29.8% |
| YTD | -15.1% | +6.6% | -21.7% | -17.0% |
| 1Y | -45.6% | -3.6% | -42.1% | -45.3% |
| 3Y | +180.5% | +56.4% | +124.1% | +150.7% |
| 5Y | +61.7% | +67.5% | -5.8% | +39.9% |
| 10Y | +578.0% | +434.6% | +143.4% | +450.6% |
| All | +1,217.8% | +1,382.0% | -164.2% | +903.3% |
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