+308.9%
MSTR vs FLEX
+431.9%
-123.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.0% |
| 7D | +12.2% | -0.9% | +13.1% | +12.7% |
| 30D | +45.2% | -10.1% | +55.3% | +51.1% |
| 3M | +10.4% | -31.3% | +41.7% | +25.8% |
| 6M | -2.5% | +71.3% | -73.8% | -35.9% |
| YTD | -6.0% | +81.2% | -87.3% | -40.9% |
| 1Y | -56.4% | +98.5% | -154.9% | -74.5% |
| All | +308.9% | +431.9% | -123.0% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling