-59.3%
MSTR vs FIGR
+5.9%
-65.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +7.7% | +14.9% | -7.1% | +3.4% |
| 30D | +36.3% | +32.3% | +4.1% | +25.8% |
| 3M | +13.4% | +34.8% | -21.4% | +3.4% |
| 6M | -4.5% | +16.8% | -21.3% | -10.5% |
| YTD | -12.7% | -6.7% | -6.0% | -17.3% |
| All | -59.3% | +5.9% | -65.2% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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