+554.5%
MSTR vs FFIV
+132.4%
+422.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -4.1% |
| 7D | -4.0% | -2.1% | -1.9% | -2.4% |
| 30D | -18.6% | -33.8% | +15.2% | +5.7% |
| 3M | +25.6% | -20.6% | +46.2% | +41.8% |
| 6M | -33.1% | -10.2% | -22.8% | -31.6% |
| YTD | -17.3% | +24.5% | -41.8% | -34.8% |
| 1Y | -48.1% | +29.3% | -77.4% | -60.4% |
| 3Y | +154.2% | +103.8% | +50.4% | +39.2% |
| 5Y | +46.2% | +40.9% | +5.3% | +3.1% |
| 10Y | +554.5% | +126.6% | +427.9% | +272.2% |
| All | +554.5% | +132.4% | +422.1% | +272.2% |
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