+554.5%
MSTR vs FLR
+17.5%
+537.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.3% | -10.9% | -5.0% |
| 7D | -4.0% | +8.5% | -12.5% | -6.3% |
| 30D | -18.6% | -0.7% | -17.9% | -18.5% |
| 3M | +25.6% | -11.7% | +37.3% | +30.1% |
| 6M | -33.1% | +16.2% | -49.3% | -36.6% |
| YTD | -17.3% | +27.0% | -44.3% | -24.4% |
| 1Y | -48.1% | +10.1% | -58.2% | -50.5% |
| 3Y | +154.2% | +46.2% | +108.0% | +121.2% |
| 5Y | +46.2% | +121.4% | -75.2% | +15.7% |
| 10Y | +554.5% | +11.0% | +543.5% | +359.1% |
| All | +554.5% | +17.5% | +537.0% | +359.1% |
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