+554.5%
MSTR vs FIVE
+596.6%
-42.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.2% | -4.9% |
| 7D | -4.0% | +6.2% | -10.1% | -6.3% |
| 30D | -18.6% | +18.2% | -36.8% | -24.2% |
| 3M | +25.6% | +3.8% | +21.7% | +22.8% |
| 6M | -33.1% | +13.7% | -46.8% | -37.9% |
| YTD | -17.3% | +34.7% | -52.1% | -28.7% |
| 1Y | -48.1% | +66.6% | -114.7% | -59.3% |
| 3Y | +154.2% | +44.3% | +109.9% | +93.3% |
| 5Y | +46.2% | +18.8% | +27.4% | +18.4% |
| 10Y | +554.5% | +569.2% | -14.7% | +282.2% |
| All | +554.5% | +596.6% | -42.0% | +282.2% |
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