+120.4%
MSTR vs FLEX
+657.3%
-536.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.3% |
| 7D | +12.2% | -0.9% | +13.1% | +12.9% |
| 30D | +45.2% | -10.1% | +55.3% | +53.7% |
| 3M | +10.4% | -31.3% | +41.7% | +32.7% |
| 6M | -2.5% | +71.3% | -73.8% | -46.3% |
| YTD | -6.0% | +81.2% | -87.3% | -51.4% |
| 1Y | -56.4% | +98.5% | -154.9% | -79.7% |
| 3Y | +306.3% | +428.2% | -122.0% | -31.3% |
| All | +120.4% | +657.3% | -536.9% | -77.1% |
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