+40.4%
MSTR vs FISV
-36.7%
+77.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -4.3% |
| 7D | -13.4% | +1.4% | -14.9% | -14.1% |
| 30D | -22.1% | +38.4% | -60.5% | -34.4% |
| 3M | +15.0% | +14.9% | 0.0% | +6.2% |
| 6M | -37.3% | +21.8% | -59.1% | -45.2% |
| YTD | -26.5% | -5.0% | -21.5% | -26.5% |
| 1Y | -46.5% | -1.2% | -45.3% | -47.8% |
| 3Y | +121.1% | -47.5% | +168.6% | +122.0% |
| All | +40.4% | -36.7% | +77.1% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling