+570.4%
MSTR vs FLEX
+569.1%
+1.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -2.4% |
| 7D | -1.2% | -19.3% | +18.1% | +8.2% |
| 30D | -15.9% | -41.5% | +25.6% | +6.4% |
| 3M | +33.1% | -43.1% | +76.2% | +69.1% |
| 6M | -31.0% | -48.2% | +17.2% | -11.7% |
| YTD | -15.1% | +15.5% | -30.6% | -33.9% |
| 1Y | -45.6% | +10.2% | -55.9% | -56.8% |
| 3Y | +180.5% | +256.8% | -76.3% | +17.9% |
| 5Y | +61.7% | +408.2% | -346.6% | -41.4% |
| All | +570.4% | +569.1% | +1.4% | +105.2% |
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