-60.5%
MSTR vs FIGR
-36.9%
-23.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -3.1% |
| 7D | -1.2% | +5.3% | -6.5% | -2.8% |
| 30D | -15.9% | -17.9% | +2.0% | -10.6% |
| 3M | +33.1% | -20.5% | +53.7% | +43.6% |
| 6M | -31.0% | -40.2% | +9.2% | -20.2% |
| YTD | -15.1% | -44.4% | +29.2% | -5.9% |
| 1Y | -45.6% | -36.3% | -9.3% | -42.2% |
| All | -60.5% | -36.9% | -23.6% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling