+49.5%
MSTR vs FFIV
+41.1%
+8.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.3% |
| 7D | -14.2% | -2.9% | -11.2% | -11.7% |
| 30D | -19.9% | -32.4% | +12.5% | +10.3% |
| 3M | +27.3% | -22.7% | +50.0% | +51.6% |
| 6M | -37.6% | -10.7% | -26.9% | -37.3% |
| YTD | -19.5% | +25.4% | -44.8% | -45.6% |
| 1Y | -47.1% | +34.2% | -81.3% | -67.2% |
| 3Y | +140.3% | +101.2% | +39.1% | -17.9% |
| 5Y | +49.5% | +42.0% | +7.6% | -22.3% |
| All | +49.5% | +41.1% | +8.4% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling