+1,252.0%
MSTR vs FISV
+1,056.4%
+195.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +12.2% | -0.3% | +12.5% | +12.5% |
| 30D | +45.2% | -2.1% | +47.2% | +46.4% |
| 3M | +10.4% | -5.7% | +16.1% | +11.5% |
| 6M | -2.5% | -15.3% | +12.8% | +3.2% |
| YTD | -6.0% | -21.1% | +15.1% | +2.8% |
| 1Y | -56.4% | -61.1% | +4.7% | -37.9% |
| 3Y | +306.3% | -56.8% | +363.1% | +441.5% |
| 5Y | +100.5% | -54.2% | +154.7% | +164.9% |
| 10Y | +741.1% | +1.6% | +739.5% | +629.9% |
| All | +1,252.0% | +1,056.4% | +195.6% | +230.1% |
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 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