+554.5%
MSTR vs FLEX
+659.4%
-104.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.0% | -14.6% | -8.2% |
| 7D | -4.0% | -7.2% | +3.2% | -2.1% |
| 30D | -18.6% | -34.8% | +16.1% | -2.7% |
| 3M | +25.6% | -35.6% | +61.2% | +49.7% |
| 6M | -33.1% | -45.0% | +12.0% | -17.0% |
| YTD | -17.3% | +29.4% | -46.7% | -39.3% |
| 1Y | -48.1% | +24.8% | -72.9% | -61.3% |
| 3Y | +154.2% | +304.4% | -150.2% | +0.2% |
| 5Y | +46.2% | +484.1% | -437.9% | -50.5% |
| 10Y | +554.5% | +640.4% | -85.9% | +89.8% |
| All | +554.5% | +659.4% | -104.9% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling