+690.7%
MSTR vs FIS
-40.5%
+731.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.9% | +1.5% | -1.3% |
| 7D | +9.3% | -3.5% | +12.8% | +11.4% |
| 30D | +36.5% | -7.8% | +44.3% | +42.0% |
| 3M | +7.3% | +0.8% | +6.5% | +5.5% |
| 6M | +2.2% | -21.9% | +24.1% | +14.4% |
| YTD | -10.2% | -39.5% | +29.3% | +15.6% |
| 1Y | -58.6% | -41.0% | -17.6% | -46.3% |
| 3Y | +283.2% | -23.6% | +306.8% | +333.3% |
| 5Y | +113.8% | -65.6% | +179.4% | +254.6% |
| 10Y | +690.7% | -40.2% | +730.9% | +852.0% |
| All | +690.7% | -40.5% | +731.2% | +852.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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