+979.2%
MSTR vs FIVE
+826.1%
+153.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.0% | -7.8% |
| 7D | -8.7% | -1.7% | -7.0% | -8.0% |
| 30D | -21.4% | +14.9% | -36.4% | -25.2% |
| 3M | +31.4% | +7.6% | +23.8% | +27.4% |
| 6M | -30.8% | +6.4% | -37.2% | -33.5% |
| YTD | -14.9% | +28.1% | -43.0% | -23.5% |
| 1Y | -49.3% | +54.7% | -104.0% | -57.6% |
| 3Y | +184.8% | +36.1% | +148.8% | +130.0% |
| 5Y | +62.1% | +14.9% | +47.2% | +38.2% |
| 10Y | +580.0% | +578.8% | +1.1% | +298.6% |
| All | +979.2% | +826.1% | +153.1% | +499.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling