+526.8%
MSTR vs FFIV
+126.0%
+400.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -10.7% | -4.2% | -6.6% | -7.9% |
| 30D | -21.6% | -33.9% | +12.3% | +2.0% |
| 3M | +24.4% | -22.6% | +47.0% | +43.3% |
| 6M | -35.5% | -10.4% | -25.1% | -34.0% |
| YTD | -20.3% | +24.3% | -44.6% | -37.1% |
| 1Y | -49.3% | +31.8% | -81.1% | -61.9% |
| 3Y | +137.8% | +99.5% | +38.3% | +32.2% |
| 5Y | +48.3% | +40.7% | +7.6% | +4.6% |
| 10Y | +526.8% | +126.9% | +399.9% | +255.9% |
| All | +526.8% | +126.0% | +400.8% | +255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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