+142.3%
MSTR vs FLEX
+301.8%
-159.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | -0.5% |
| 7D | -14.2% | +2.2% | -16.4% | -15.4% |
| 30D | -19.9% | -32.6% | +12.8% | -7.1% |
| 3M | +27.3% | -35.5% | +62.8% | +49.2% |
| 6M | -37.6% | -45.6% | +8.0% | -23.9% |
| YTD | -19.5% | +30.7% | -50.2% | -45.4% |
| 1Y | -47.1% | +28.4% | -75.5% | -64.0% |
| All | +142.3% | +301.8% | -159.5% | -5.3% |
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