+120.4%
MSTR vs FIVE
+31.2%
+89.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -4.1% |
| 7D | +12.2% | +4.3% | +7.9% | +9.5% |
| 30D | +45.2% | +12.5% | +32.7% | +35.5% |
| 3M | +10.4% | +31.2% | -20.9% | -5.8% |
| 6M | -2.5% | +14.4% | -16.9% | -11.9% |
| YTD | -6.0% | +33.9% | -39.9% | -22.2% |
| 1Y | -56.4% | +65.1% | -121.5% | -68.1% |
| 3Y | +306.3% | +49.0% | +257.3% | +191.1% |
| All | +120.4% | +31.2% | +89.1% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling