+120.4%
MSTR vs FICO
+99.8%
+20.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.3% | +6.2% |
| 7D | +12.2% | -19.2% | +31.4% | +22.7% |
| 30D | +45.2% | -14.6% | +59.8% | +54.9% |
| 3M | +10.4% | -20.1% | +30.5% | +17.8% |
| 6M | -2.5% | -36.3% | +33.8% | +13.6% |
| YTD | -6.0% | -44.9% | +38.8% | +18.3% |
| 1Y | -56.4% | -38.6% | -17.8% | -50.2% |
| 3Y | +306.3% | +4.0% | +302.3% | +199.0% |
| All | +120.4% | +99.8% | +20.6% | +10.5% |
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