+49.9%
MSTR vs FLEX
+409.9%
-359.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.8% | -2.9% |
| 7D | -1.2% | -19.3% | +18.1% | +10.1% |
| 30D | -15.9% | -41.5% | +25.6% | +11.8% |
| 3M | +33.1% | -43.1% | +76.2% | +77.7% |
| 6M | -31.0% | -48.2% | +17.2% | -7.9% |
| YTD | -15.1% | +15.5% | -30.6% | -45.4% |
| 1Y | -45.6% | +10.2% | -55.9% | -64.1% |
| 3Y | +180.5% | +256.8% | -76.3% | -45.4% |
| All | +49.9% | +409.9% | -359.9% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling