+62.1%
MSTR vs FIX
+929.6%
-867.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.6% | +2.3% | -3.0% |
| 7D | -8.7% | -27.2% | +18.5% | +7.2% |
| 30D | -21.4% | -46.9% | +25.5% | +9.3% |
| 3M | +31.4% | -44.4% | +75.9% | +76.1% |
| 6M | -30.8% | -50.9% | +20.1% | -3.0% |
| YTD | -14.9% | +3.5% | -18.4% | -26.0% |
| 1Y | -49.3% | -2.1% | -47.2% | -54.8% |
| 3Y | +184.8% | +418.7% | -233.9% | -38.5% |
| 5Y | +62.1% | +894.6% | -832.4% | -85.4% |
| All | +62.1% | +929.6% | -867.5% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling