-64.5%
MSTR vs FIG
-71.6%
+7.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.6% |
| 7D | +12.2% | -16.3% | +28.5% | +15.6% |
| 30D | +45.2% | -14.3% | +59.5% | +48.7% |
| 3M | +10.4% | +7.2% | +3.2% | +8.0% |
| 6M | -2.5% | -18.6% | +16.1% | -1.8% |
| YTD | -6.0% | -35.5% | +29.4% | -4.2% |
| 1Y | -56.4% | -55.8% | -0.6% | -54.4% |
| All | -64.5% | -71.6% | +7.2% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling