-49.1%
MSTR vs FIGR
-29.5%
-19.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.1% | -12.6% | -8.5% |
| 7D | -11.5% | +22.8% | -34.3% | -17.8% |
| 30D | -24.8% | -5.8% | -19.0% | -23.7% |
| 3M | +20.6% | -16.3% | +37.0% | +27.6% |
| 6M | -38.0% | -35.0% | -2.9% | -30.5% |
| YTD | -24.7% | -37.1% | +12.4% | -19.9% |
| 1Y | -49.1% | -31.2% | -17.9% | -46.7% |
| All | -49.1% | -29.5% | -19.6% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling