-69.6%
MSTR vs FIG
-77.7%
+8.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | +0.7% |
| 7D | -14.2% | -14.3% | +0.1% | -11.5% |
| 30D | -19.9% | -13.6% | -6.2% | -17.4% |
| 3M | +27.3% | -23.7% | +51.1% | +34.2% |
| 6M | -37.6% | -5.4% | -32.2% | -37.3% |
| YTD | -19.5% | -49.2% | +29.8% | -14.1% |
| 1Y | -47.1% | -57.4% | +10.2% | -43.1% |
| All | -69.6% | -77.7% | +8.1% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling