+283.2%
MSTR vs FLR
+60.4%
+222.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.8% |
| 7D | +9.3% | +0.7% | +8.7% | +9.1% |
| 30D | +36.5% | -0.7% | +37.2% | +36.8% |
| 3M | +7.3% | +14.3% | -7.0% | -0.3% |
| 6M | +2.2% | +25.6% | -23.4% | -11.8% |
| YTD | -10.2% | +42.9% | -53.0% | -27.6% |
| 1Y | -58.6% | +38.7% | -97.4% | -66.0% |
| 3Y | +283.2% | +61.8% | +221.4% | +194.9% |
| All | +283.2% | +60.4% | +222.8% | +194.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling