+677.4%
MSTR vs FISV
-4.3%
+681.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -0.6% |
| 7D | +7.7% | -6.4% | +14.1% | +11.5% |
| 30D | +36.3% | -6.8% | +43.2% | +41.2% |
| 3M | +13.4% | -10.0% | +23.4% | +17.5% |
| 6M | -4.5% | -20.6% | +16.1% | +5.0% |
| YTD | -12.7% | -27.6% | +14.9% | +0.5% |
| 1Y | -59.6% | -64.3% | +4.7% | -37.8% |
| 3Y | +272.5% | -60.0% | +332.5% | +412.5% |
| 5Y | +107.1% | -57.7% | +164.8% | +174.7% |
| 10Y | +677.4% | -3.0% | +680.4% | +521.6% |
| All | +677.4% | -4.3% | +681.7% | +521.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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