-67.8%
MSTR vs FIG
-78.3%
+10.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -16.7% | +7.4% | -5.9% |
| 7D | -8.7% | -17.4% | +8.7% | -5.1% |
| 30D | -21.4% | -15.9% | -5.5% | -18.6% |
| 3M | +31.4% | -34.5% | +65.9% | +41.8% |
| 6M | -30.8% | -5.0% | -25.8% | -30.6% |
| YTD | -14.9% | -50.7% | +35.7% | -8.7% |
| 1Y | -49.3% | -58.1% | +8.8% | -45.1% |
| All | -67.8% | -78.3% | +10.5% | -65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling