+983.2%
MSTR vs FISV
+1,241.8%
-258.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.8% | -2.7% | -4.7% |
| 7D | -11.5% | -2.0% | -9.5% | -10.6% |
| 30D | -24.8% | +31.8% | -56.6% | -34.6% |
| 3M | +20.6% | +19.3% | +1.4% | +9.5% |
| 6M | -38.0% | +12.1% | -50.0% | -43.1% |
| YTD | -24.7% | -8.4% | -16.3% | -24.2% |
| 1Y | -49.1% | -4.5% | -44.6% | -49.9% |
| 3Y | +124.7% | -49.4% | +174.1% | +173.5% |
| 5Y | +40.9% | -39.0% | +79.9% | +61.4% |
| 10Y | +481.5% | +22.3% | +459.2% | +356.6% |
| All | +983.2% | +1,241.8% | -258.6% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling