-47.4%
MSTR vs FIX
+14.0%
-61.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.4% | -12.0% | -5.8% |
| 7D | -4.0% | -7.2% | +3.3% | -2.8% |
| 30D | -18.6% | -35.1% | +16.5% | -5.4% |
| 3M | +25.6% | -34.3% | +59.8% | +44.3% |
| 6M | -33.1% | -42.9% | +9.9% | -19.6% |
| YTD | -17.3% | +19.5% | -36.8% | -28.0% |
| All | -47.4% | +14.0% | -61.5% | -53.7% |
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