+3,805.5%
MSTR vs FIS
+224.4%
+3,581.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -10.7% | -27.4% | +16.7% | +1.1% |
| 30D | -21.6% | -16.8% | -4.7% | -17.4% |
| 3M | +24.4% | -32.6% | +57.0% | +44.3% |
| 6M | -35.5% | -33.4% | -2.1% | -25.5% |
| YTD | -20.3% | -56.0% | +35.7% | +12.5% |
| 1Y | -49.3% | -55.1% | +5.8% | -29.4% |
| 3Y | +137.8% | -41.4% | +179.2% | +191.0% |
| 5Y | +48.3% | -72.7% | +121.0% | +159.7% |
| 10Y | +526.8% | -55.5% | +582.3% | +719.2% |
| All | +3,805.5% | +224.4% | +3,581.1% | +2,362.3% |
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