+142.3%
MSTR vs FIS
-37.3%
+179.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.7% | -5.7% | -1.4% |
| 7D | -14.2% | +1.5% | -15.7% | -14.7% |
| 30D | -19.9% | -11.8% | -8.0% | -19.9% |
| 3M | +27.3% | -28.5% | +55.9% | +42.1% |
| 6M | -37.6% | -27.0% | -10.5% | -32.1% |
| YTD | -19.5% | -53.1% | +33.6% | +18.6% |
| 1Y | -47.1% | -52.8% | +5.6% | -22.7% |
| All | +142.3% | -37.3% | +179.7% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling