-42.3%
MSTR vs FIG
-52.3%
+10.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.1% | +3.7% |
| 7D | -1.8% | -4.7% | +2.8% | -0.6% |
| 30D | -13.3% | +0.5% | -13.9% | -13.4% |
| 3M | +46.0% | -18.4% | +64.4% | +52.6% |
| 6M | -22.4% | +10.9% | -33.3% | -26.2% |
| YTD | -6.2% | -40.8% | +34.6% | +4.8% |
| 1Y | -42.3% | -51.7% | +9.4% | -29.7% |
| All | -42.3% | -52.3% | +10.0% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling