+554.5%
MSTR vs FITB
+247.7%
+306.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.8% |
| 7D | -4.0% | -1.1% | -2.8% | -3.4% |
| 30D | -18.6% | +7.3% | -26.0% | -21.4% |
| 3M | +25.6% | -4.0% | +29.6% | +27.9% |
| 6M | -33.1% | +11.9% | -45.0% | -37.3% |
| YTD | -17.3% | +19.0% | -36.3% | -25.2% |
| 1Y | -48.1% | +31.0% | -79.1% | -55.3% |
| 3Y | +154.2% | +143.8% | +10.4% | +64.3% |
| 5Y | +46.2% | +48.9% | -2.7% | +18.8% |
| 10Y | +554.5% | +236.6% | +317.9% | +291.7% |
| All | +554.5% | +247.7% | +306.9% | +291.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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