+4,506.5%
MSTR vs FIS
+374.5%
+4,131.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +12.2% | +1.1% | +11.1% | +11.6% |
| 30D | +45.2% | -2.2% | +47.4% | +46.3% |
| 3M | +10.4% | +2.1% | +8.2% | +8.0% |
| 6M | -2.5% | -14.7% | +12.2% | +3.4% |
| YTD | -6.0% | -35.7% | +29.7% | +14.8% |
| 1Y | -56.4% | -37.1% | -19.3% | -46.5% |
| 3Y | +306.3% | -20.0% | +326.3% | +344.0% |
| 5Y | +100.5% | -62.1% | +162.6% | +209.6% |
| 10Y | +741.1% | -37.4% | +778.5% | +868.0% |
| All | +4,506.5% | +374.5% | +4,131.9% | +2,412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling