+521.9%
MSTR vs FIS
-52.2%
+574.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.7% | -5.7% | -2.1% |
| 7D | -14.2% | +1.5% | -15.7% | -14.8% |
| 30D | -19.9% | -11.8% | -8.0% | -18.3% |
| 3M | +27.3% | -28.5% | +55.9% | +44.0% |
| 6M | -37.6% | -27.0% | -10.5% | -30.9% |
| YTD | -19.5% | -53.1% | +33.6% | +12.7% |
| 1Y | -47.1% | -52.8% | +5.6% | -26.4% |
| 3Y | +140.3% | -37.5% | +177.8% | +187.9% |
| 5Y | +49.5% | -71.1% | +120.6% | +162.2% |
| 10Y | +521.9% | -52.0% | +573.9% | +700.9% |
| All | +521.9% | -52.2% | +574.1% | +700.9% |
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