+526.8%
MSTR vs FIVE
+562.8%
-36.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -10.7% | +7.3% | -18.1% | -13.3% |
| 30D | -21.6% | +18.1% | -39.6% | -26.9% |
| 3M | +24.4% | +7.7% | +16.7% | +19.8% |
| 6M | -35.5% | +13.6% | -49.1% | -40.2% |
| YTD | -20.3% | +34.6% | -54.9% | -31.3% |
| 1Y | -49.3% | +66.2% | -115.6% | -60.2% |
| 3Y | +137.8% | +43.5% | +94.3% | +81.2% |
| 5Y | +48.3% | +20.7% | +27.6% | +19.5% |
| 10Y | +526.8% | +541.5% | -14.7% | +266.9% |
| All | +526.8% | +562.8% | -36.0% | +266.9% |
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