+1,252.0%
MSTR vs FICO
+8,690.2%
-7,438.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.3% | +5.3% |
| 7D | +12.2% | -19.2% | +31.4% | +21.5% |
| 30D | +45.2% | -14.6% | +59.8% | +53.8% |
| 3M | +10.4% | -20.1% | +30.5% | +17.5% |
| 6M | -2.5% | -36.3% | +33.8% | +10.7% |
| YTD | -6.0% | -44.9% | +38.8% | +13.1% |
| 1Y | -56.4% | -38.6% | -17.8% | -50.8% |
| 3Y | +306.3% | +4.0% | +302.3% | +258.1% |
| 5Y | +100.5% | +99.5% | +1.0% | +35.5% |
| 10Y | +741.1% | +604.7% | +136.4% | +225.0% |
| All | +1,252.0% | +8,690.2% | -7,438.2% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling