+120.4%
MSTR vs FIS
-62.1%
+182.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.8% |
| 7D | +12.2% | +1.1% | +11.1% | +11.4% |
| 30D | +45.2% | -2.2% | +47.4% | +46.5% |
| 3M | +10.4% | +2.1% | +8.2% | +7.2% |
| 6M | -2.5% | -14.7% | +12.2% | +5.1% |
| YTD | -6.0% | -35.7% | +29.7% | +22.3% |
| 1Y | -56.4% | -37.1% | -19.3% | -42.9% |
| 3Y | +306.3% | -20.0% | +326.3% | +349.8% |
| All | +120.4% | -62.1% | +182.5% | +312.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling