+1,120.6%
MSTR vs FITB
+248.1%
+872.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.2% | -1.5% | +0.3% | -0.8% |
| 30D | -15.9% | +5.8% | -21.8% | -17.0% |
| 3M | +33.1% | -6.1% | +39.2% | +35.2% |
| 6M | -31.0% | +5.9% | -36.9% | -32.2% |
| YTD | -15.1% | +16.1% | -31.3% | -18.5% |
| 1Y | -45.6% | +28.8% | -74.5% | -49.2% |
| 3Y | +180.5% | +126.0% | +54.5% | +131.0% |
| 5Y | +61.7% | +45.3% | +16.4% | +49.3% |
| 10Y | +578.0% | +255.4% | +322.6% | +399.8% |
| All | +1,120.6% | +248.1% | +872.5% | +582.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling