-45.6%
MSTR vs FIVE
+55.9%
-101.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.2% | -0.3% | -0.9% | -1.0% |
| 30D | -15.9% | +17.7% | -33.6% | -19.2% |
| 3M | +33.1% | +4.0% | +29.2% | +31.3% |
| 6M | -31.0% | +2.6% | -33.6% | -30.3% |
| YTD | -15.1% | +27.6% | -42.7% | -23.0% |
| 1Y | -45.6% | +59.9% | -105.6% | -52.0% |
| All | -45.6% | +55.9% | -101.5% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling