+180.5%
MSTR vs FGI
+1.5%
+179.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -1.2% | -7.0% | +5.7% | -1.1% |
| 30D | -15.9% | -4.2% | -11.7% | -15.9% |
| 3M | +33.1% | +55.6% | -22.5% | +29.4% |
| 6M | -31.0% | -3.2% | -27.8% | -32.4% |
| YTD | -15.1% | +29.1% | -44.3% | -18.6% |
| 1Y | -45.6% | +51.0% | -96.6% | -48.1% |
| 3Y | +180.5% | +1.5% | +179.0% | +188.1% |
| All | +180.5% | +1.5% | +179.0% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling