-42.3%
MSTR vs FIX
+14.3%
-56.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -15.1% | +20.2% | +10.3% |
| 7D | -1.8% | -18.9% | +17.1% | +5.0% |
| 30D | -13.3% | -36.3% | +23.0% | +1.9% |
| 3M | +46.0% | -38.5% | +84.5% | +73.0% |
| 6M | -22.4% | -42.3% | +19.8% | -7.3% |
| YTD | -6.2% | +17.1% | -23.3% | -19.2% |
| 1Y | -42.3% | +14.4% | -56.7% | -50.3% |
| All | -42.3% | +14.3% | -56.6% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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