+283.2%
MSTR vs FISV
-58.7%
+341.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -3.0% |
| 7D | +9.3% | -1.6% | +10.9% | +10.0% |
| 30D | +36.5% | -3.0% | +39.5% | +37.9% |
| 3M | +7.3% | -3.5% | +10.9% | +7.4% |
| 6M | +2.2% | -19.4% | +21.6% | +9.3% |
| YTD | -10.2% | -24.3% | +14.1% | -1.8% |
| 1Y | -58.6% | -62.4% | +3.8% | -44.0% |
| 3Y | +283.2% | -58.2% | +341.4% | +238.5% |
| All | +283.2% | -58.7% | +341.9% | +238.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling