+62.1%
MSTR vs FICO
+84.1%
-21.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.2% | -9.7% |
| 7D | -8.7% | -0.3% | -8.4% | -8.7% |
| 30D | -21.4% | +1.7% | -23.1% | -22.9% |
| 3M | +31.4% | -35.2% | +66.6% | +51.7% |
| 6M | -30.8% | -33.7% | +2.8% | -24.5% |
| YTD | -14.9% | -58.2% | +43.3% | +16.0% |
| 1Y | -49.3% | -56.6% | +7.3% | -33.0% |
| 3Y | +184.8% | -24.0% | +208.8% | +134.1% |
| 5Y | +62.1% | +86.1% | -23.9% | -35.9% |
| All | +62.1% | +84.1% | -21.9% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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