+495.5%
MSTR vs FIVE
+505.3%
-9.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -5.9% |
| 7D | -11.5% | +2.4% | -14.0% | -12.5% |
| 30D | -24.8% | +15.8% | -40.7% | -29.4% |
| 3M | +20.6% | +3.8% | +16.9% | +18.0% |
| 6M | -38.0% | +18.5% | -56.5% | -43.4% |
| YTD | -24.7% | +31.2% | -55.9% | -34.4% |
| 1Y | -49.1% | +61.8% | -110.9% | -59.5% |
| 3Y | +124.7% | +39.9% | +84.8% | +73.1% |
| 5Y | +40.9% | +18.3% | +22.6% | +14.6% |
| All | +495.5% | +505.3% | -9.8% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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