-22.4%
MSTR vs FICO
-33.3%
+10.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.3% | +5.3% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -13.3% | +1.7% | -15.0% | -13.3% |
| 3M | +46.0% | -33.0% | +79.0% | +48.7% |
| 6M | -22.4% | -33.9% | +11.4% | -18.3% |
| All | -22.4% | -33.3% | +10.8% | -18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling