-46.5%
MSTR vs FIX
+15.7%
-62.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -2.0% |
| 7D | -13.4% | +9.4% | -22.9% | -16.1% |
| 30D | -22.1% | -27.8% | +5.7% | -13.5% |
| 3M | +15.0% | -35.6% | +50.5% | +32.8% |
| 6M | -37.3% | -45.2% | +7.9% | -23.5% |
| YTD | -26.5% | +19.5% | -46.0% | -34.1% |
| 1Y | -46.5% | +24.2% | -70.7% | -52.3% |
| All | -46.5% | +15.7% | -62.2% | -52.3% |
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