+521.9%
MSTR vs FISV
+28.5%
+493.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.6% |
| 7D | -14.2% | +3.0% | -17.1% | -15.4% |
| 30D | -19.9% | +38.8% | -58.6% | -32.3% |
| 3M | +27.3% | +21.2% | +6.1% | +14.4% |
| 6M | -37.6% | +17.5% | -55.0% | -44.2% |
| YTD | -19.5% | -4.9% | -14.6% | -20.0% |
| 1Y | -47.1% | -0.6% | -46.6% | -48.8% |
| 3Y | +140.3% | -47.4% | +187.7% | +184.5% |
| 5Y | +49.5% | -36.0% | +85.6% | +60.6% |
| 10Y | +521.9% | +27.1% | +494.7% | +342.2% |
| All | +521.9% | +28.5% | +493.4% | +342.2% |
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