+308.9%
MSTR vs FIX
+782.4%
-473.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.3% |
| 7D | +12.2% | +6.0% | +6.1% | +9.3% |
| 30D | +45.2% | -7.2% | +52.4% | +49.6% |
| 3M | +10.4% | -15.9% | +26.2% | +17.0% |
| 6M | -2.5% | +12.7% | -15.2% | -10.9% |
| YTD | -6.0% | +72.8% | -78.8% | -30.4% |
| 1Y | -56.4% | +122.9% | -179.3% | -72.0% |
| All | +308.9% | +782.4% | -473.6% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling