+49.9%
MSTR vs FIX
+933.9%
-884.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -3.3% |
| 7D | -1.2% | -17.5% | +16.2% | +7.9% |
| 30D | -15.9% | -41.6% | +25.6% | +10.6% |
| 3M | +33.1% | -40.6% | +73.7% | +71.7% |
| 6M | -31.0% | -49.4% | +18.4% | -4.8% |
| YTD | -15.1% | +9.2% | -24.3% | -28.4% |
| 1Y | -45.6% | +6.5% | -52.1% | -53.9% |
| 3Y | +180.5% | +448.7% | -268.2% | -41.5% |
| All | +49.9% | +933.9% | -884.0% | -86.9% |
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