-45.5%
MSTR vs FIVE
+65.4%
-110.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.3% |
| 7D | -14.2% | -0.5% | -13.7% | -14.0% |
| 30D | -19.9% | +17.4% | -37.3% | -23.0% |
| 3M | +27.3% | +7.0% | +20.3% | +24.5% |
| 6M | -37.6% | +20.5% | -58.0% | -41.1% |
| YTD | -19.5% | +33.1% | -52.6% | -27.6% |
| All | -45.5% | +65.4% | -110.9% | -51.5% |
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