-56.4%
MSTR vs FIX
+128.3%
-184.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.1% |
| 7D | +12.2% | +6.0% | +6.1% | +9.7% |
| 30D | +45.2% | -7.2% | +52.4% | +49.1% |
| 3M | +10.4% | -15.9% | +26.2% | +16.0% |
| 6M | -2.5% | +12.7% | -15.2% | -10.7% |
| YTD | -6.0% | +72.8% | -78.8% | -26.9% |
| 1Y | -56.4% | +122.9% | -179.3% | -68.0% |
| All | -56.4% | +128.3% | -184.7% | -68.0% |
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