+731.6%
MSTR vs FLEX
+1,001.7%
-270.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.1% |
| 7D | +12.2% | -0.9% | +13.1% | +12.8% |
| 30D | +45.2% | -10.1% | +55.3% | +52.2% |
| 3M | +10.4% | -31.3% | +41.7% | +28.3% |
| 6M | -2.5% | +71.3% | -73.8% | -34.8% |
| YTD | -6.0% | +81.2% | -87.3% | -39.4% |
| 1Y | -56.4% | +98.5% | -154.9% | -73.5% |
| 3Y | +306.3% | +428.2% | -122.0% | +43.7% |
| 5Y | +100.5% | +657.3% | -556.8% | -39.0% |
| All | +731.6% | +1,001.7% | -270.1% | +98.6% |
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