+40.4%
MSTR vs FITB
+48.6%
-8.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -3.3% |
| 7D | -13.4% | +2.8% | -16.2% | -15.3% |
| 30D | -22.1% | +9.8% | -31.9% | -27.5% |
| 3M | +15.0% | -5.2% | +20.1% | +19.3% |
| 6M | -37.3% | +17.3% | -54.6% | -45.9% |
| YTD | -26.5% | +19.3% | -45.8% | -38.0% |
| 1Y | -46.5% | +32.7% | -79.2% | -58.9% |
| 3Y | +121.1% | +141.6% | -20.5% | +2.0% |
| All | +40.4% | +48.6% | -8.2% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling