-42.3%
MSTR vs FLEX
+23.4%
-65.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -12.3% | +17.4% | +7.9% |
| 7D | -1.8% | -17.0% | +15.2% | +2.2% |
| 30D | -13.3% | -33.8% | +20.5% | -5.3% |
| 3M | +46.0% | -39.0% | +85.0% | +61.7% |
| 6M | -22.4% | -15.9% | -6.6% | -24.2% |
| YTD | -6.2% | +27.8% | -34.0% | -27.6% |
| 1Y | -42.3% | +25.0% | -67.3% | -55.5% |
| All | -42.3% | +23.4% | -65.7% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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