+690.7%
MSTR vs FLR
+18.9%
+671.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.6% |
| 7D | +9.3% | +0.7% | +8.7% | +9.2% |
| 30D | +36.5% | -0.7% | +37.2% | +36.7% |
| 3M | +7.3% | +14.3% | -7.0% | +2.6% |
| 6M | +2.2% | +25.6% | -23.4% | -6.1% |
| YTD | -10.2% | +42.9% | -53.0% | -20.5% |
| 1Y | -58.6% | +38.7% | -97.4% | -63.0% |
| 3Y | +283.2% | +61.8% | +221.4% | +223.4% |
| 5Y | +113.8% | +254.1% | -140.3% | +51.8% |
| 10Y | +690.7% | +20.0% | +670.7% | +422.9% |
| All | +690.7% | +18.9% | +671.9% | +422.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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