+521.9%
MSTR vs FIVE
+535.9%
-14.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.5% |
| 7D | -14.2% | -0.5% | -13.7% | -14.0% |
| 30D | -19.9% | +17.4% | -37.3% | -25.2% |
| 3M | +27.3% | +7.0% | +20.3% | +22.9% |
| 6M | -37.6% | +20.5% | -58.0% | -43.4% |
| YTD | -19.5% | +33.1% | -52.6% | -30.2% |
| 1Y | -47.1% | +67.1% | -114.2% | -58.6% |
| 3Y | +140.3% | +41.9% | +98.4% | +84.0% |
| 5Y | +49.5% | +21.1% | +28.4% | +20.6% |
| 10Y | +521.9% | +518.8% | +3.0% | +267.4% |
| All | +521.9% | +535.9% | -14.1% | +267.4% |
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