+1,252.0%
MSTR vs FITB
+257.2%
+994.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +12.2% | +0.6% | +11.6% | +12.0% |
| 30D | +45.2% | -4.7% | +49.9% | +46.7% |
| 3M | +10.4% | +6.7% | +3.7% | +8.2% |
| 6M | -2.5% | +12.6% | -15.0% | -5.7% |
| YTD | -6.0% | +19.1% | -25.1% | -10.4% |
| 1Y | -56.4% | +22.6% | -79.0% | -58.8% |
| 3Y | +306.3% | +127.1% | +179.2% | +233.3% |
| 5Y | +100.5% | +71.8% | +28.7% | +78.6% |
| 10Y | +741.1% | +287.2% | +453.9% | +508.2% |
| All | +1,252.0% | +257.2% | +994.8% | +650.4% |
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